+32.4%
INCY vs OUST
-62.4%
+94.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | +1.9% | +5.2% | -3.3% | +1.7% |
| 30D | +5.8% | -19.3% | +25.1% | +6.6% |
| 3M | +25.2% | -22.6% | +47.8% | +25.2% |
| 6M | +28.2% | +62.8% | -34.6% | +22.6% |
| YTD | +28.3% | +68.3% | -40.0% | +22.2% |
| 1Y | +48.3% | +28.5% | +19.8% | +42.1% |
| 3Y | +95.9% | +554.0% | -458.1% | +64.8% |
| 5Y | +66.6% | -56.2% | +122.8% | +55.9% |
| All | +32.4% | -62.4% | +94.8% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling