+57.9%
DIA vs INCY
+83.5%
-25.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +1.5% | +8.4% | -6.9% | +0.1% |
| 3M | -2.4% | +0.4% | -2.8% | -2.6% |
| 6M | +6.0% | +22.4% | -16.5% | +1.8% |
| YTD | +10.1% | +22.5% | -12.4% | +5.4% |
| 1Y | +11.8% | +14.8% | -3.0% | +8.2% |
| 3Y | +59.7% | +127.7% | -68.0% | +30.8% |
| All | +57.9% | +83.5% | -25.6% | +38.1% |
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