+22.3%
DBX vs INCY
+49.1%
-26.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -2.4% | +1.9% | -4.4% | -3.0% |
| 30D | -0.5% | +5.8% | -6.3% | -2.2% |
| 3M | +28.1% | +25.2% | +2.9% | +19.7% |
| 6M | +33.1% | +28.2% | +4.9% | +23.1% |
| YTD | +25.3% | +28.3% | -3.0% | +15.3% |
| 1Y | +18.3% | +48.3% | -30.0% | +3.8% |
| 3Y | +25.0% | +95.9% | -70.9% | -2.9% |
| 5Y | +7.5% | +66.6% | -59.0% | -12.7% |
| All | +22.3% | +49.1% | -26.8% | -6.0% |
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 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