+162.9%
RTX vs INCY
+69.9%
+93.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | -11.6% | +3.7% | -15.2% | -12.0% |
| 3M | +9.2% | +22.1% | -12.9% | +6.0% |
| 6M | -4.4% | +29.8% | -34.2% | -8.1% |
| YTD | +8.9% | +27.6% | -18.7% | +4.8% |
| 1Y | +32.1% | +47.2% | -15.1% | +24.6% |
| 3Y | +151.2% | +97.0% | +54.3% | +124.8% |
| 5Y | +162.9% | +73.4% | +89.6% | +138.5% |
| All | +162.9% | +69.9% | +93.0% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling