-5.8%
OSCR vs INCY
+55.1%
-60.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +1.6% | -4.2% | +5.8% | +2.9% |
| 30D | +10.7% | +0.6% | +10.1% | +10.2% |
| 3M | +13.4% | +12.6% | +0.7% | +8.8% |
| 6M | +144.6% | +28.3% | +116.2% | +125.2% |
| YTD | +128.0% | +23.0% | +105.1% | +111.2% |
| 1Y | +68.7% | +41.0% | +27.7% | +49.7% |
| 3Y | +398.8% | +88.6% | +310.2% | +276.8% |
| 5Y | +87.3% | +70.8% | +16.5% | +47.1% |
| All | -5.8% | +55.1% | -60.9% | -25.8% |
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 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