-72.4%
USO vs INCY
+3,058.1%
-3,130.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | +6.2% | -2.2% | +8.4% | +6.5% |
| 30D | +19.1% | +3.7% | +15.4% | +18.6% |
| 3M | +14.2% | +22.1% | -7.8% | +11.6% |
| 6M | +43.7% | +29.8% | +14.0% | +39.1% |
| YTD | +116.8% | +27.6% | +89.3% | +109.7% |
| 1Y | +104.3% | +47.2% | +57.1% | +94.2% |
| 3Y | +91.5% | +97.0% | -5.4% | +73.7% |
| 5Y | +214.1% | +73.4% | +140.7% | +186.7% |
| 10Y | +77.0% | +59.2% | +17.8% | +57.8% |
| All | -72.4% | +3,058.1% | -3,130.6% | -84.8% |
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