-13.6%
OTIS vs INCY
+92.5%
-106.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.9% |
| 7D | -5.0% | -3.7% | -1.3% | -4.7% |
| 30D | -6.5% | +1.8% | -8.3% | -6.6% |
| 3M | -2.0% | +17.0% | -18.9% | -3.2% |
| 6M | -20.2% | +28.4% | -48.6% | -21.9% |
| YTD | -21.0% | +24.8% | -45.8% | -22.6% |
| 1Y | -20.9% | +42.9% | -63.8% | -23.5% |
| All | -13.6% | +92.5% | -106.2% | -22.0% |
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