+10,335.3%
OKE vs INCY
+6,378.4%
+3,956.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +1.2% | -4.2% | +5.4% | +1.7% |
| 30D | +4.5% | +0.6% | +3.9% | +4.4% |
| 3M | +9.6% | +12.6% | -3.0% | +8.1% |
| 6M | +15.4% | +28.3% | -12.9% | +12.0% |
| YTD | +36.5% | +23.0% | +13.5% | +32.8% |
| 1Y | +39.0% | +41.0% | -2.0% | +33.1% |
| 3Y | +74.3% | +88.6% | -14.3% | +60.4% |
| 5Y | +141.2% | +70.8% | +70.4% | +123.3% |
| 10Y | +262.1% | +53.5% | +208.6% | +232.8% |
| All | +10,335.3% | +6,378.4% | +3,956.9% | +6,105.1% |
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