+31.5%
ORCL vs INCY
+100.4%
-68.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.1% |
| 7D | +5.3% | +1.9% | +3.3% | +5.2% |
| 30D | +10.0% | +5.8% | +4.2% | +9.8% |
| 3M | -32.6% | +25.2% | -57.8% | -33.4% |
| 6M | +4.9% | +28.2% | -23.3% | +3.4% |
| YTD | -17.8% | +28.3% | -46.1% | -19.0% |
| 1Y | -28.0% | +48.3% | -76.3% | -30.2% |
| All | +31.5% | +100.4% | -68.9% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling