+26.1%
DECK vs INCY
+67.3%
-41.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | -2.2% | +1.9% | -4.1% | -2.7% |
| 30D | -13.6% | +5.8% | -19.4% | -14.8% |
| 3M | -21.2% | +25.2% | -46.4% | -25.4% |
| 6M | -21.1% | +28.2% | -49.3% | -25.8% |
| YTD | -17.2% | +28.3% | -45.6% | -22.6% |
| 1Y | -30.7% | +48.3% | -79.1% | -38.0% |
| 3Y | -3.4% | +95.9% | -99.3% | -21.3% |
| All | +26.1% | +67.3% | -41.2% | +2.8% |
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