-38.7%
DG vs INCY
+69.5%
-108.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -6.3% | -3.7% | -2.6% | -5.7% |
| 30D | +2.4% | +1.8% | +0.6% | +2.1% |
| 3M | +12.4% | +17.0% | -4.6% | +9.2% |
| 6M | -14.9% | +28.4% | -43.3% | -18.8% |
| YTD | -6.1% | +24.8% | -30.9% | -10.1% |
| 1Y | +17.9% | +42.9% | -25.1% | +10.2% |
| 3Y | +3.1% | +92.7% | -89.5% | -9.7% |
| 5Y | -38.7% | +73.3% | -112.0% | -45.0% |
| All | -38.7% | +69.5% | -108.2% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling