+7.2%
DECK vs INCY
+15.8%
-8.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.8% |
| 7D | +6.0% | +1.0% | +5.0% | +5.9% |
| 30D | +7.4% | +4.7% | +2.8% | +6.7% |
| 3M | -11.7% | -1.5% | -10.2% | -11.5% |
| 6M | -11.0% | +21.1% | -32.0% | -12.2% |
| YTD | -15.4% | +19.5% | -34.8% | -17.3% |
| 1Y | +7.2% | +11.6% | -4.4% | +4.1% |
| All | +7.2% | +15.8% | -8.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling