+11,715.9%
ORCL vs INCY
+6,421.1%
+5,294.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.5% |
| 7D | +3.8% | -0.5% | +4.2% | +3.9% |
| 30D | -6.6% | +9.8% | -16.4% | -8.1% |
| 3M | -11.4% | +1.0% | -12.4% | -11.7% |
| 6M | -33.3% | +21.9% | -55.2% | -36.0% |
| YTD | -33.3% | +23.8% | -57.0% | -36.3% |
| 1Y | -44.9% | +13.0% | -58.0% | -46.7% |
| 3Y | +17.6% | +133.2% | -115.5% | -1.0% |
| 5Y | +46.1% | +87.8% | -41.7% | +26.6% |
| 10Y | +277.8% | +17.0% | +260.8% | +237.3% |
| All | +11,715.9% | +6,421.1% | +5,294.9% | +2,990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling