-18.8%
OPEN vs INCY
+95.0%
-113.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -11.9% | +3.2% | -15.1% | -12.9% |
| 3M | -28.8% | +23.6% | -52.4% | -34.8% |
| 6M | -38.6% | +29.7% | -68.3% | -45.2% |
| YTD | -47.3% | +25.9% | -73.3% | -52.6% |
| 1Y | -49.2% | +43.7% | -92.9% | -56.5% |
| 3Y | -18.8% | +94.4% | -113.2% | -43.6% |
| All | -18.8% | +95.0% | -113.7% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling