+98.2%
DG vs INCY
+54.2%
+44.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -6.5% | -4.2% | -2.3% | -5.9% |
| 30D | +4.2% | +0.6% | +3.6% | +4.0% |
| 3M | +9.5% | +12.6% | -3.1% | +7.5% |
| 6M | -13.1% | +28.3% | -41.5% | -16.5% |
| YTD | -4.8% | +23.0% | -27.8% | -8.1% |
| 1Y | +20.6% | +41.0% | -20.4% | +14.2% |
| 3Y | +4.9% | +88.6% | -83.6% | -5.8% |
| 5Y | -37.9% | +70.8% | -108.7% | -43.8% |
| All | +98.2% | +54.2% | +44.0% | +70.4% |
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