+24.3%
DECK vs INCY
+75.4%
-51.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.6% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | +7.4% | +4.7% | +2.8% | +6.3% |
| 3M | -11.7% | -1.5% | -10.2% | -11.5% |
| 6M | -11.0% | +21.1% | -32.0% | -15.0% |
| YTD | -15.4% | +19.5% | -34.8% | -19.4% |
| 1Y | +7.2% | +11.6% | -4.4% | +3.6% |
| 3Y | -11.8% | +115.2% | -127.0% | -31.6% |
| 5Y | +24.3% | +73.9% | -49.6% | +5.0% |
| All | +24.3% | +75.4% | -51.0% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling