+17.7%
DBX vs INCY
+42.3%
-24.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | -5.9% | +8.4% | -14.3% | -8.1% |
| 3M | -6.7% | +0.4% | -7.1% | -7.2% |
| 6M | +28.0% | +22.4% | +5.6% | +19.8% |
| YTD | +20.6% | +22.5% | -1.9% | +12.2% |
| 1Y | +10.3% | +14.8% | -4.5% | +4.4% |
| 3Y | +24.0% | +127.7% | -103.7% | -9.0% |
| 5Y | +24.2% | +84.4% | -60.1% | -2.6% |
| All | +17.7% | +42.3% | -24.6% | -8.6% |
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