+213.1%
USO vs INCY
+69.3%
+143.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.3% |
| 7D | +9.1% | -4.2% | +13.3% | +8.8% |
| 30D | +21.7% | +0.6% | +21.1% | +21.7% |
| 3M | +20.2% | +12.6% | +7.6% | +21.4% |
| 6M | +43.4% | +28.3% | +15.0% | +46.1% |
| YTD | +124.0% | +23.0% | +101.0% | +127.8% |
| 1Y | +112.2% | +41.0% | +71.2% | +116.2% |
| 3Y | +97.7% | +88.6% | +9.1% | +102.0% |
| All | +213.1% | +69.3% | +143.8% | +223.3% |
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