+161.4%
OVV vs INCY
+70.3%
+91.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | +0.3% | +1.9% | -1.7% | 0.0% |
| 30D | +11.7% | +5.8% | +5.9% | +10.8% |
| 3M | +9.8% | +25.2% | -15.4% | +6.0% |
| 6M | +26.6% | +28.2% | -1.7% | +21.5% |
| YTD | +67.0% | +28.3% | +38.7% | +59.7% |
| 1Y | +55.9% | +48.3% | +7.6% | +44.7% |
| 3Y | +45.5% | +95.9% | -50.4% | +24.8% |
| All | +161.4% | +70.3% | +91.1% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling