+1,798.7%
OXY vs INCY
+6,378.4%
-4,579.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +2.8% | -4.2% | +7.0% | +3.3% |
| 30D | +5.5% | +0.6% | +4.9% | +5.3% |
| 3M | +11.3% | +12.6% | -1.3% | +9.7% |
| 6M | +11.6% | +28.3% | -16.7% | +8.2% |
| YTD | +51.6% | +23.0% | +28.6% | +47.4% |
| 1Y | +36.2% | +41.0% | -4.8% | +30.4% |
| 3Y | +1.7% | +88.6% | -86.9% | -6.5% |
| 5Y | +164.5% | +70.8% | +93.7% | +144.4% |
| 10Y | +6.1% | +53.5% | -47.5% | -2.7% |
| All | +1,798.7% | +6,378.4% | -4,579.7% | +935.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling