-4.5%
DASH vs INCY
+47.2%
-51.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | -7.9% | +8.1% | -16.0% | -9.9% |
| 3M | -16.3% | +1.1% | -17.4% | -16.7% |
| 6M | +10.4% | +23.7% | -13.3% | +2.9% |
| YTD | -20.1% | +23.4% | -43.5% | -26.0% |
| 1Y | -11.4% | +15.0% | -26.4% | -16.3% |
| 3Y | +114.1% | +132.1% | -18.0% | +42.5% |
| 5Y | -5.8% | +83.2% | -89.0% | -24.8% |
| All | -4.5% | +47.2% | -51.7% | -28.5% |
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 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