+241.0%
RVMD vs INCY
+20.6%
+220.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +1.3% |
| 7D | +5.8% | +5.1% | +0.7% | +4.0% |
| 30D | -3.8% | +7.6% | -11.5% | -6.3% |
| 3M | +3.2% | +1.9% | +1.4% | +2.3% |
| 6M | +35.0% | +26.5% | +8.6% | +21.0% |
| YTD | +150.7% | +24.4% | +126.3% | +128.0% |
| 1Y | +241.0% | +19.4% | +221.6% | +215.0% |
| All | +241.0% | +20.6% | +220.3% | +215.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling