+6.4%
OXY vs INCY
+54.2%
-47.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +2.8% | -4.2% | +7.0% | +3.7% |
| 30D | +5.5% | +0.6% | +4.9% | +5.2% |
| 3M | +11.3% | +12.6% | -1.3% | +8.2% |
| 6M | +11.6% | +28.3% | -16.7% | +5.1% |
| YTD | +51.6% | +23.0% | +28.6% | +43.5% |
| 1Y | +36.2% | +41.0% | -4.8% | +24.6% |
| 3Y | +1.7% | +88.6% | -86.9% | -15.1% |
| 5Y | +164.5% | +70.8% | +93.7% | +123.3% |
| All | +6.4% | +54.2% | -47.8% | -14.7% |
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