+15.0%
DBX vs INCY
+41.2%
-26.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.6% |
| 7D | +2.1% | -4.2% | +6.3% | +2.6% |
| 30D | +5.7% | +0.6% | +5.2% | +5.6% |
| 3M | +31.8% | +12.6% | +19.2% | +30.3% |
| 6M | +37.5% | +28.3% | +9.1% | +34.6% |
| YTD | +27.9% | +23.0% | +4.9% | +25.6% |
| 1Y | +15.0% | +41.0% | -25.9% | +13.0% |
| All | +15.0% | +41.2% | -26.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling