+489.1%
DDOG vs INCY
+54.7%
+434.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | +3.9% | -4.2% | +8.1% | +5.1% |
| 30D | -8.2% | +0.6% | -8.8% | -8.6% |
| 3M | -5.6% | +12.6% | -18.2% | -9.2% |
| 6M | +73.5% | +28.3% | +45.2% | +59.8% |
| YTD | +62.7% | +23.0% | +39.7% | +50.8% |
| 1Y | +59.0% | +41.0% | +18.0% | +39.9% |
| 3Y | +117.1% | +88.6% | +28.5% | +64.4% |
| 5Y | +61.3% | +70.8% | -9.5% | +26.8% |
| All | +489.1% | +54.7% | +434.4% | +378.3% |
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 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