+467.1%
DDOG vs INCY
+61.5%
+405.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -10.1% | +1.9% | -12.1% | -10.7% |
| 30D | -24.8% | +5.8% | -30.6% | -26.1% |
| 3M | -12.6% | +25.2% | -37.8% | -18.4% |
| 6M | +79.9% | +28.2% | +51.7% | +65.9% |
| YTD | +56.6% | +28.3% | +28.2% | +43.4% |
| 1Y | +61.6% | +48.3% | +13.2% | +40.1% |
| 3Y | +117.9% | +95.9% | +21.9% | +63.3% |
| 5Y | +54.2% | +66.6% | -12.3% | +23.5% |
| All | +467.1% | +61.5% | +405.6% | +355.0% |
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