-88.6%
OPEN vs INCY
+26.4%
-115.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.1% | -9.3% |
| 7D | -31.0% | +3.1% | -34.1% | -32.2% |
| 30D | -41.5% | +12.0% | -53.5% | -44.6% |
| 3M | -64.6% | +0.8% | -65.4% | -64.7% |
| 6M | -73.8% | +22.8% | -96.5% | -76.7% |
| YTD | -78.8% | +23.2% | -102.0% | -81.3% |
| 1Y | -86.8% | +12.4% | -99.2% | -87.8% |
| 3Y | -40.6% | +132.1% | -172.7% | -65.3% |
| 5Y | -94.7% | +85.5% | -180.2% | -96.3% |
| All | -88.6% | +26.4% | -115.0% | -91.3% |
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