+588.9%
RVMD vs INCY
+69.3%
+519.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | -3.0% | -4.2% | +1.2% | -0.7% |
| 30D | -0.7% | +0.6% | -1.3% | -1.1% |
| 3M | +36.5% | +12.6% | +23.9% | +26.4% |
| 6M | +104.6% | +28.3% | +76.3% | +75.2% |
| YTD | +155.8% | +23.0% | +132.8% | +123.3% |
| 1Y | +340.7% | +41.0% | +299.7% | +251.2% |
| 3Y | +519.9% | +88.6% | +431.3% | +283.8% |
| All | +588.9% | +69.3% | +519.6% | +374.6% |
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