+75.9%
DE vs INCY
+89.7%
-13.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | -2.6% | -4.2% | +1.6% | -2.1% |
| 30D | +9.0% | +0.6% | +8.5% | +8.9% |
| 3M | +19.1% | +12.6% | +6.5% | +17.4% |
| 6M | +14.4% | +28.3% | -13.9% | +10.8% |
| YTD | +45.9% | +23.0% | +23.0% | +41.6% |
| 1Y | +43.6% | +41.0% | +2.6% | +36.5% |
| 3Y | +75.9% | +88.6% | -12.7% | +56.6% |
| All | +75.9% | +89.7% | -13.8% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling