+8,014.1%
RTX vs INCY
+6,660.0%
+1,354.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -5.2% | +1.9% | -7.1% | -5.3% |
| 30D | -9.4% | +5.8% | -15.2% | -9.9% |
| 3M | +12.3% | +25.2% | -12.9% | +9.6% |
| 6M | -3.1% | +28.2% | -31.3% | -5.7% |
| YTD | +10.7% | +28.3% | -17.7% | +7.6% |
| 1Y | +28.4% | +48.3% | -19.9% | +23.0% |
| 3Y | +147.1% | +95.9% | +51.1% | +128.2% |
| 5Y | +167.2% | +66.6% | +100.7% | +149.6% |
| 10Y | +274.7% | +54.5% | +220.2% | +243.7% |
| All | +8,014.1% | +6,660.0% | +1,354.1% | +4,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling