-15.1%
DECK vs INCY
+116.8%
-131.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +5.8% | -0.6% | +6.4% | +5.9% |
| 30D | +7.9% | +5.5% | +2.4% | +6.9% |
| 3M | -11.4% | +1.1% | -12.5% | -11.7% |
| 6M | -16.6% | +19.8% | -36.4% | -18.9% |
| YTD | -16.4% | +21.1% | -37.5% | -19.2% |
| 1Y | +8.6% | +13.7% | -5.1% | +5.8% |
| 3Y | -15.1% | +119.3% | -134.4% | -25.2% |
| All | -15.1% | +116.8% | -131.9% | -25.2% |
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