+6,247.9%
DECK vs INCY
+6,620.5%
-372.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -4.2% | -2.2% | -2.0% | -4.0% |
| 30D | -17.7% | +3.7% | -21.3% | -18.0% |
| 3M | -28.7% | +22.1% | -50.7% | -30.2% |
| 6M | -23.1% | +29.8% | -52.9% | -25.3% |
| YTD | -22.6% | +27.6% | -50.2% | -24.8% |
| 1Y | -30.5% | +47.2% | -77.7% | -33.6% |
| 3Y | -8.7% | +97.0% | -105.7% | -16.2% |
| 5Y | +18.3% | +73.4% | -55.0% | +9.9% |
| 10Y | +724.7% | +59.2% | +665.5% | +652.7% |
| All | +6,247.9% | +6,620.5% | -372.7% | +3,061.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling