+94.3%
ORCL vs INCY
+67.2%
+27.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.5% |
| 7D | +15.0% | -0.5% | +15.5% | +15.0% |
| 30D | +10.5% | +3.2% | +7.4% | +10.3% |
| 3M | -23.0% | +23.6% | -46.6% | -24.6% |
| 6M | +7.0% | +29.7% | -22.7% | +4.1% |
| YTD | -15.8% | +25.9% | -41.8% | -17.9% |
| 1Y | -31.1% | +43.7% | -74.8% | -34.1% |
| 3Y | +33.3% | +94.4% | -61.2% | +22.5% |
| 5Y | +94.3% | +68.0% | +26.3% | +82.8% |
| All | +94.3% | +67.2% | +27.2% | +82.8% |
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