+102.2%
USO vs INCY
+20.6%
+81.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.5% | -6.5% |
| 7D | -12.7% | +5.1% | -17.8% | -11.0% |
| 30D | +1.0% | +7.6% | -6.7% | +3.8% |
| 3M | +25.6% | +1.9% | +23.7% | +26.9% |
| 6M | -1.5% | +26.5% | -28.0% | +8.1% |
| YTD | +110.3% | +24.4% | +85.9% | +129.3% |
| 1Y | +102.2% | +19.4% | +82.8% | +122.4% |
| All | +102.2% | +20.6% | +81.5% | +122.4% |
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 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