+2,957.7%
OMC vs INCY
+6,534.7%
-3,576.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -4.8% | +3.2% | -8.0% | -5.2% |
| 3M | +9.2% | +23.6% | -14.4% | +6.6% |
| 6M | -2.5% | +29.7% | -32.2% | -5.4% |
| YTD | +2.6% | +25.9% | -23.4% | -0.3% |
| 1Y | +5.9% | +43.7% | -37.8% | +1.3% |
| 3Y | +14.2% | +94.4% | -80.2% | +5.0% |
| 5Y | +33.2% | +68.0% | -34.7% | +23.8% |
| 10Y | +33.4% | +52.5% | -19.1% | +20.9% |
| All | +2,957.7% | +6,534.7% | -3,576.9% | +1,540.6% |
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 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