+45.1%
OVV vs INCY
+14.6%
+30.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | -7.3% | +2.3% | -9.6% | -7.9% |
| 30D | -3.6% | +6.7% | -10.2% | -5.4% |
| 3M | -2.6% | -1.0% | -1.6% | -2.8% |
| 6M | +7.6% | +22.1% | -14.5% | +0.6% |
| YTD | +59.6% | +21.8% | +37.8% | +48.1% |
| 1Y | +62.2% | +13.5% | +48.7% | +53.4% |
| 3Y | +49.6% | +129.4% | -79.8% | +9.0% |
| 5Y | +98.9% | +84.0% | +15.0% | +54.5% |
| 10Y | +45.1% | +14.9% | +30.3% | +20.8% |
| All | +45.1% | +14.6% | +30.6% | +20.8% |
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 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