+390.4%
DDOG vs INCY
+54.1%
+336.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | -31.6% | +8.4% | -40.0% | -33.4% |
| 3M | -27.0% | +0.4% | -27.4% | -27.6% |
| 6M | -10.3% | +22.4% | -32.7% | -16.4% |
| YTD | +35.4% | +22.5% | +12.9% | +25.0% |
| 1Y | -1.0% | +14.8% | -15.7% | -6.9% |
| 3Y | +76.7% | +127.7% | -51.1% | +22.0% |
| 5Y | -4.6% | +84.4% | -89.0% | -27.2% |
| All | +390.4% | +54.1% | +336.3% | +296.6% |
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