-99.9%
DFNS vs INCY
+13.5%
-113.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.6% |
| 7D | -6.3% | -4.2% | -2.2% | -6.5% |
| 30D | -74.0% | +0.6% | -74.5% | -73.9% |
| 3M | -70.1% | +12.6% | -82.8% | -69.8% |
| 6M | -93.9% | +28.3% | -122.2% | -93.7% |
| YTD | -98.1% | +23.0% | -121.1% | -98.0% |
| 1Y | -98.3% | +41.0% | -139.3% | -98.2% |
| 3Y | -99.9% | +88.6% | -188.5% | -99.9% |
| 5Y | -99.9% | +70.8% | -170.7% | -99.9% |
| All | -99.9% | +13.5% | -113.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling