+55.8%
OVV vs INCY
+54.2%
+1.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +8.0% | +3.2% | +4.8% | +7.0% |
| 3M | +11.3% | +23.6% | -12.3% | +4.4% |
| 6M | +24.0% | +29.7% | -5.7% | +14.2% |
| YTD | +65.3% | +25.9% | +39.4% | +52.7% |
| 1Y | +60.2% | +43.7% | +16.4% | +41.5% |
| 3Y | +46.9% | +94.4% | -47.5% | +14.2% |
| 5Y | +158.7% | +68.0% | +90.8% | +107.5% |
| All | +55.8% | +54.2% | +1.7% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling