+24,202.4%
DHR vs INCY
+6,620.5%
+17,581.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -2.2% | +3.7% | -5.8% | -2.5% |
| 3M | +9.0% | +22.1% | -13.1% | +6.6% |
| 6M | +3.5% | +29.8% | -26.3% | +0.5% |
| YTD | -10.1% | +27.6% | -37.7% | -12.6% |
| 1Y | +6.2% | +47.2% | -41.0% | +1.6% |
| 3Y | -5.4% | +97.0% | -102.3% | -12.7% |
| 5Y | -27.9% | +73.4% | -101.2% | -32.8% |
| 10Y | +215.7% | +59.2% | +156.5% | +189.8% |
| All | +24,202.4% | +6,620.5% | +17,581.9% | +13,347.2% |
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