+174.5%
RTX vs INCY
+94.3%
+80.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -10.6% | +3.2% | -13.7% | -10.9% |
| 3M | +11.6% | +23.6% | -12.0% | +8.9% |
| 6M | -4.5% | +29.7% | -34.2% | -7.4% |
| YTD | +9.6% | +25.9% | -16.4% | +6.4% |
| 1Y | +30.8% | +43.7% | -12.9% | +25.4% |
| All | +174.5% | +94.3% | +80.2% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling