-74.0%
OPEN vs INCY
+22.5%
-96.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -15.0% | +1.1% | -16.1% | -15.2% |
| 30D | -40.2% | +8.4% | -48.6% | -40.9% |
| 3M | -67.4% | +0.4% | -67.8% | -67.2% |
| 6M | -74.0% | +22.4% | -96.4% | -71.1% |
| All | -74.0% | +22.5% | -96.5% | -71.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling