+153.0%
DASH vs INCY
+95.5%
+57.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | -10.6% | +1.9% | -12.5% | -10.7% |
| 30D | +2.2% | +5.8% | -3.6% | +1.5% |
| 3M | +32.3% | +25.2% | +7.1% | +29.1% |
| 6M | +19.1% | +28.2% | -9.1% | +15.8% |
| YTD | -6.5% | +28.3% | -34.8% | -9.2% |
| 1Y | -14.9% | +48.3% | -63.2% | -19.2% |
| All | +153.0% | +95.5% | +57.5% | +113.2% |
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