+44.6%
OKE vs INCY
+20.6%
+24.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -3.1% |
| 7D | -5.2% | +5.1% | -10.4% | -4.7% |
| 30D | +1.1% | +7.6% | -6.5% | +2.1% |
| 3M | +2.2% | +1.9% | +0.3% | +2.7% |
| 6M | 0.0% | +26.5% | -26.4% | +2.7% |
| YTD | +26.5% | +24.4% | +2.1% | +29.7% |
| 1Y | +44.6% | +19.4% | +25.2% | +49.6% |
| All | +44.6% | +20.6% | +24.0% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling