-84.2%
OPEN vs INCY
+69.9%
-154.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.0% |
| 7D | -2.9% | -2.2% | -0.7% | -1.7% |
| 30D | -13.8% | +3.7% | -17.5% | -15.5% |
| 3M | -30.9% | +22.1% | -52.9% | -38.7% |
| 6M | -40.9% | +29.8% | -70.7% | -49.8% |
| YTD | -48.5% | +27.6% | -76.1% | -56.2% |
| 1Y | -50.9% | +47.2% | -98.1% | -61.7% |
| 3Y | -20.6% | +97.0% | -117.6% | -52.5% |
| 5Y | -84.2% | +73.4% | -157.5% | -89.1% |
| All | -84.2% | +69.9% | -154.0% | -89.1% |
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