+270.3%
ORCL vs INCY
+15.3%
+254.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +8.0% | +1.1% | +6.9% | +7.8% |
| 30D | -4.0% | +8.4% | -12.4% | -5.1% |
| 3M | -19.5% | +0.4% | -19.8% | -19.6% |
| 6M | -33.5% | +22.4% | -55.9% | -36.0% |
| YTD | -34.8% | +22.5% | -57.3% | -37.4% |
| 1Y | -41.6% | +14.8% | -56.4% | -43.4% |
| 3Y | +13.8% | +127.7% | -114.0% | -4.0% |
| 5Y | +43.4% | +84.4% | -41.0% | +25.2% |
| All | +270.3% | +15.3% | +254.9% | +217.3% |
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 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