+251.6%
ORCL vs INCY
+27.4%
+224.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.9% |
| 7D | +0.5% | +1.5% | -1.1% | +0.2% |
| 30D | -15.3% | +8.1% | -23.4% | -16.3% |
| 3M | -18.2% | +1.1% | -19.3% | -18.5% |
| 6M | -38.4% | +23.7% | -62.1% | -40.8% |
| YTD | -37.7% | +23.4% | -61.1% | -40.3% |
| 1Y | -49.3% | +15.0% | -64.3% | -50.8% |
| 3Y | +10.6% | +132.1% | -121.5% | -6.9% |
| 5Y | +35.5% | +83.2% | -47.7% | +18.5% |
| 10Y | +251.6% | +17.1% | +234.5% | +200.6% |
| All | +251.6% | +27.4% | +224.2% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling