+877.2%
DECK vs INCY
+33.7%
+843.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | +5.8% | -0.6% | +6.4% | +5.9% |
| 30D | +7.9% | +5.5% | +2.4% | +6.7% |
| 3M | -11.4% | +1.1% | -12.5% | -11.8% |
| 6M | -16.6% | +19.8% | -36.4% | -19.9% |
| YTD | -16.4% | +21.1% | -37.5% | -20.2% |
| 1Y | +8.6% | +13.7% | -5.1% | +4.9% |
| 3Y | -15.1% | +119.3% | -134.4% | -30.2% |
| 5Y | +22.9% | +76.3% | -53.4% | +5.9% |
| All | +877.2% | +33.7% | +843.5% | +667.1% |
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