+27.3%
INCY vs OUST
-60.2%
+87.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -9.0% | +1.4% |
| 7D | +1.5% | +36.7% | -35.1% | +0.1% |
| 30D | +8.1% | -3.3% | +11.4% | +8.0% |
| 3M | +1.1% | -11.1% | +12.2% | +1.1% |
| 6M | +23.7% | +53.1% | -29.4% | +18.7% |
| YTD | +23.4% | +78.2% | -54.8% | +16.8% |
| 1Y | +15.0% | +50.0% | -35.0% | +9.6% |
| 3Y | +132.1% | +836.2% | -704.1% | +91.5% |
| 5Y | +83.2% | -50.0% | +133.2% | +70.3% |
| All | +27.3% | -60.2% | +87.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling