+101.8%
DASH vs INCY
+116.8%
-15.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -6.0% | +5.5% | -11.5% | -6.5% |
| 3M | -15.8% | +1.1% | -16.8% | -15.8% |
| 6M | +7.0% | +19.8% | -12.9% | +4.9% |
| YTD | -20.7% | +21.1% | -41.8% | -22.5% |
| 1Y | -8.5% | +13.7% | -22.3% | -10.1% |
| 3Y | +101.8% | +119.3% | -17.5% | +70.7% |
| All | +101.8% | +116.8% | -15.0% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling