+361.0%
ORLY vs INCY
+54.2%
+306.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | -2.4% | -4.2% | +1.8% | -1.8% |
| 30D | -6.8% | +0.6% | -7.3% | -6.9% |
| 3M | -4.8% | +12.6% | -17.4% | -6.4% |
| 6M | -9.1% | +28.3% | -37.4% | -12.3% |
| YTD | -5.9% | +23.0% | -28.9% | -8.9% |
| 1Y | -20.4% | +41.0% | -61.4% | -24.5% |
| 3Y | +36.6% | +88.6% | -52.0% | +22.7% |
| 5Y | +117.3% | +70.8% | +46.5% | +96.5% |
| All | +361.0% | +54.2% | +306.8% | +300.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling