+11.7%
DASH vs INCY
+53.1%
-41.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | -10.6% | +1.9% | -12.5% | -11.1% |
| 30D | +2.2% | +5.8% | -3.6% | +0.4% |
| 3M | +32.3% | +25.2% | +7.1% | +23.1% |
| 6M | +19.1% | +28.2% | -9.1% | +9.7% |
| YTD | -6.5% | +28.3% | -34.8% | -14.4% |
| 1Y | -14.9% | +48.3% | -63.2% | -26.6% |
| 3Y | +151.9% | +95.9% | +56.0% | +85.8% |
| 5Y | +9.4% | +66.6% | -57.1% | -12.5% |
| All | +11.7% | +53.1% | -41.4% | -17.3% |
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