+20.6%
DG vs INCY
+41.2%
-20.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -6.5% | -4.2% | -2.3% | -5.8% |
| 30D | +4.2% | +0.6% | +3.6% | +4.1% |
| 3M | +9.5% | +12.6% | -3.1% | +7.2% |
| 6M | -13.1% | +28.3% | -41.5% | -17.0% |
| YTD | -4.8% | +23.0% | -27.8% | -9.0% |
| 1Y | +20.6% | +41.0% | -20.4% | +14.9% |
| All | +20.6% | +41.2% | -20.6% | +14.9% |
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