+36.6%
ORLY vs INCY
+89.7%
-53.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 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% | -5.5% |
| 6M | -9.1% | +28.3% | -37.4% | -10.5% |
| YTD | -5.9% | +23.0% | -28.9% | -7.2% |
| 1Y | -20.4% | +41.0% | -61.4% | -22.3% |
| 3Y | +36.6% | +88.6% | -52.0% | +29.7% |
| All | +36.6% | +89.7% | -53.1% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling