-70.8%
OPEN vs INCY
+31.6%
-102.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -4.3% | +1.9% | -6.2% | -5.2% |
| 30D | -16.2% | +5.8% | -22.0% | -18.5% |
| 3M | -36.4% | +25.2% | -61.6% | -43.7% |
| 6M | -35.5% | +28.2% | -63.7% | -43.9% |
| YTD | -46.0% | +28.3% | -74.3% | -53.3% |
| 1Y | -47.1% | +48.3% | -95.5% | -57.7% |
| 3Y | -19.0% | +95.9% | -115.0% | -47.4% |
| 5Y | -83.6% | +66.6% | -150.2% | -88.1% |
| All | -70.8% | +31.6% | -102.5% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling