+32.5%
OMC vs INCY
+69.5%
-37.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.9% |
| 7D | -6.2% | -3.7% | -2.5% | -5.5% |
| 30D | -7.6% | +1.8% | -9.4% | -8.0% |
| 3M | +7.4% | +17.0% | -9.6% | +3.9% |
| 6M | +0.1% | +28.4% | -28.2% | -5.1% |
| YTD | +0.4% | +24.8% | -24.4% | -4.7% |
| 1Y | +7.8% | +42.9% | -35.2% | -1.0% |
| 3Y | +11.8% | +92.7% | -80.9% | -5.0% |
| 5Y | +32.5% | +73.3% | -40.9% | +14.0% |
| All | +32.5% | +69.5% | -37.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling