-98.3%
DFNS vs INCY
+45.3%
-143.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.4% |
| 7D | -16.0% | +1.9% | -17.9% | -17.9% |
| 30D | -77.7% | +5.8% | -83.5% | -79.1% |
| 3M | -77.2% | +25.2% | -102.4% | -79.2% |
| 6M | -95.2% | +28.2% | -123.4% | -95.7% |
| YTD | -98.0% | +28.3% | -126.3% | -98.2% |
| 1Y | -98.3% | +48.3% | -146.6% | -98.8% |
| All | -98.3% | +45.3% | -143.5% | -98.8% |
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 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