+30.6%
ORCL vs INCY
+75.2%
-44.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -11.2% | -0.6% | -10.5% | -11.1% |
| 30D | -18.8% | +5.5% | -24.3% | -19.2% |
| 3M | -18.8% | +1.1% | -19.9% | -18.9% |
| 6M | -39.7% | +19.8% | -59.6% | -41.1% |
| YTD | -39.6% | +21.1% | -60.8% | -41.2% |
| 1Y | -51.7% | +13.7% | -65.5% | -52.6% |
| 3Y | +10.2% | +119.3% | -109.0% | -3.6% |
| All | +30.6% | +75.2% | -44.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling