-52.2%
OPEN vs INCY
+43.7%
-95.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.8% |
| 7D | -10.5% | -3.7% | -6.9% | -9.2% |
| 30D | -21.8% | +1.8% | -23.6% | -22.1% |
| 3M | -37.5% | +17.0% | -54.5% | -40.8% |
| 6M | -44.1% | +28.4% | -72.5% | -49.4% |
| YTD | -52.0% | +24.8% | -76.8% | -56.4% |
| 1Y | -52.2% | +42.9% | -95.2% | -58.0% |
| All | -52.2% | +43.7% | -95.9% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling