-99.6%
DFNS vs INCY
+20.6%
-120.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.5% | -22.8% | -21.6% |
| 7D | -27.7% | +5.1% | -32.8% | -31.0% |
| 30D | -58.0% | +7.6% | -65.6% | -60.6% |
| 3M | -94.0% | +1.9% | -95.8% | -94.2% |
| 6M | -94.6% | +26.5% | -121.1% | -95.0% |
| YTD | -99.4% | +24.4% | -123.8% | -99.5% |
| 1Y | -99.6% | +19.4% | -119.0% | -99.7% |
| All | -99.6% | +20.6% | -120.3% | -99.7% |
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