+44.7%
DG vs INCY
+20.6%
+24.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.5% | +4.0% | +7.4% |
| 7D | +12.3% | +5.1% | +7.1% | +11.0% |
| 30D | +19.3% | +7.6% | +11.7% | +17.3% |
| 3M | +11.9% | +1.9% | +10.0% | +11.1% |
| 6M | +25.0% | +26.5% | -1.5% | +18.9% |
| YTD | +8.7% | +24.4% | -15.6% | +1.9% |
| 1Y | +44.7% | +19.4% | +25.3% | +39.8% |
| All | +44.7% | +20.6% | +24.1% | +39.8% |
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