+617.4%
RVMD vs INCY
+60.3%
+557.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +1.1% | +3.2% | -2.1% | -0.5% |
| 3M | +39.6% | +23.6% | +16.0% | +24.3% |
| 6M | +110.7% | +29.7% | +81.0% | +82.7% |
| YTD | +160.3% | +25.9% | +134.3% | +128.2% |
| 1Y | +404.9% | +43.7% | +361.2% | +310.4% |
| 3Y | +545.5% | +94.4% | +451.0% | +326.7% |
| 5Y | +584.7% | +68.0% | +516.7% | +398.3% |
| All | +617.4% | +60.3% | +557.1% | +364.7% |
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