-16.3%
ORLY vs INCY
+45.3%
-61.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -0.7% | +1.9% | -2.6% | -0.8% |
| 30D | -5.9% | +5.8% | -11.7% | -6.2% |
| 3M | -0.6% | +25.2% | -25.8% | -1.2% |
| 6M | -6.8% | +28.2% | -35.0% | -7.7% |
| YTD | -3.6% | +28.3% | -32.0% | -4.4% |
| 1Y | -16.3% | +48.3% | -64.7% | -14.8% |
| All | -16.3% | +45.3% | -61.6% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling