+72.4%
OVV vs INCY
+12.8%
+59.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.7% |
| 7D | +8.0% | +1.1% | +6.9% | +8.1% |
| 30D | -2.0% | +8.4% | -10.5% | -1.3% |
| 3M | +5.4% | +0.4% | +5.1% | +5.8% |
| 6M | +14.3% | +22.4% | -8.1% | +15.6% |
| YTD | +69.4% | +22.5% | +47.0% | +70.5% |
| 1Y | +72.4% | +14.8% | +57.6% | +75.1% |
| All | +72.4% | +12.8% | +59.6% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling