-99.9%
DFNS vs INCY
+18.4%
-118.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -16.0% | +1.9% | -17.9% | -15.9% |
| 30D | -77.7% | +5.8% | -83.5% | -77.6% |
| 3M | -77.2% | +25.2% | -102.4% | -76.7% |
| 6M | -95.2% | +28.2% | -123.4% | -95.1% |
| YTD | -98.0% | +28.3% | -126.3% | -97.9% |
| 1Y | -98.3% | +48.3% | -146.6% | -98.2% |
| 3Y | -99.9% | +95.9% | -195.8% | -99.9% |
| 5Y | -99.9% | +66.6% | -166.4% | -99.8% |
| All | -99.9% | +18.4% | -118.2% | -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 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