+71.4%
OTIS vs INCY
+87.6%
-16.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -4.7% | +3.2% | -7.9% | -5.1% |
| 3M | +1.2% | +23.6% | -22.4% | -1.3% |
| 6M | -20.5% | +29.7% | -50.2% | -23.0% |
| YTD | -18.4% | +25.9% | -44.4% | -20.9% |
| 1Y | -18.1% | +43.7% | -61.8% | -22.0% |
| 3Y | -10.6% | +94.4% | -105.0% | -19.1% |
| 5Y | -16.1% | +68.0% | -84.1% | -23.0% |
| All | +71.4% | +87.6% | -16.2% | +34.0% |
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 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