+6,542.6%
TROW vs INCY
+6,620.5%
-78.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | -5.3% | +3.7% | -9.0% | -5.9% |
| 3M | +2.9% | +22.1% | -19.1% | -0.5% |
| 6M | +22.2% | +29.8% | -7.6% | +16.9% |
| YTD | +8.1% | +27.6% | -19.5% | +3.5% |
| 1Y | +5.8% | +47.2% | -41.4% | -1.3% |
| 3Y | +14.0% | +97.0% | -82.9% | +0.4% |
| 5Y | -38.3% | +73.4% | -111.6% | -44.7% |
| 10Y | +131.7% | +59.2% | +72.4% | +102.2% |
| All | +6,542.6% | +6,620.5% | -78.0% | +2,401.5% |
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 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