+583.4%
DG vs INCY
+1,544.0%
-960.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +8.4% | +1.9% | +6.5% | +8.1% |
| 30D | +4.9% | +5.8% | -0.9% | +4.1% |
| 3M | +29.3% | +25.2% | +4.1% | +25.5% |
| 6M | -11.3% | +28.2% | -39.5% | -14.3% |
| YTD | +1.8% | +28.3% | -26.6% | -1.9% |
| 1Y | +25.3% | +48.3% | -23.0% | +18.5% |
| 3Y | +9.1% | +95.9% | -86.9% | -1.5% |
| 5Y | -34.9% | +66.6% | -101.5% | -40.3% |
| 10Y | +108.2% | +54.5% | +53.6% | +84.8% |
| All | +583.4% | +1,544.0% | -960.6% | +298.0% |
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 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