+59.9%
DDOG vs INCY
+69.9%
-10.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +6.9% |
| 7D | +7.7% | -2.2% | +9.9% | +8.1% |
| 30D | -13.6% | +3.7% | -17.3% | -14.3% |
| 3M | -0.9% | +22.1% | -23.0% | -4.9% |
| 6M | +75.2% | +29.8% | +45.5% | +65.6% |
| YTD | +65.7% | +27.6% | +38.1% | +56.3% |
| 1Y | +60.4% | +47.2% | +13.2% | +45.2% |
| 3Y | +130.7% | +97.0% | +33.7% | +85.5% |
| 5Y | +59.9% | +73.4% | -13.5% | +34.9% |
| All | +59.9% | +69.9% | -10.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling