-20.4%
ORLY vs INCY
+41.2%
-61.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.4% |
| 7D | -2.4% | -4.2% | +1.8% | -2.1% |
| 30D | -6.8% | +0.6% | -7.3% | -6.8% |
| 3M | -4.8% | +12.6% | -17.4% | -5.1% |
| 6M | -9.1% | +28.3% | -37.4% | -9.8% |
| YTD | -5.9% | +23.0% | -28.9% | -6.6% |
| 1Y | -20.4% | +41.0% | -61.4% | -19.5% |
| All | -20.4% | +41.2% | -61.6% | -19.5% |
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