+31.1%
OMC vs INCY
+54.2%
-23.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -4.4% | -4.2% | -0.2% | -3.8% |
| 30D | -7.6% | +0.6% | -8.2% | -7.8% |
| 3M | +4.5% | +12.6% | -8.1% | +2.6% |
| 6M | -0.3% | +28.3% | -28.6% | -4.0% |
| YTD | -0.1% | +23.0% | -23.1% | -3.5% |
| 1Y | +4.6% | +41.0% | -36.3% | -1.0% |
| 3Y | +10.5% | +88.6% | -78.1% | -0.6% |
| 5Y | +31.7% | +70.8% | -39.1% | +19.4% |
| All | +31.1% | +54.2% | -23.1% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling