-5.9%
DASH vs INCY
+47.7%
-53.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -10.2% | -0.5% | -9.8% | -10.0% |
| 30D | -8.2% | +9.8% | -18.0% | -10.6% |
| 3M | -15.9% | +1.0% | -16.9% | -16.3% |
| 6M | +13.3% | +21.9% | -8.6% | +6.1% |
| YTD | -21.3% | +23.8% | -45.1% | -27.2% |
| 1Y | -11.1% | +13.0% | -24.2% | -15.5% |
| 3Y | +103.8% | +133.2% | -29.4% | +35.4% |
| 5Y | -21.6% | +87.8% | -109.4% | -37.7% |
| All | -5.9% | +47.7% | -53.6% | -29.7% |
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