+63.8%
DIA vs INCY
+69.5%
-5.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.3% |
| 7D | -3.0% | -3.7% | +0.7% | -2.4% |
| 30D | -3.0% | +1.8% | -4.8% | -3.3% |
| 3M | +4.5% | +17.0% | -12.5% | +1.6% |
| 6M | +9.8% | +28.4% | -18.6% | +4.8% |
| YTD | +9.3% | +24.8% | -15.5% | +4.6% |
| 1Y | +16.0% | +42.9% | -27.0% | +8.1% |
| 3Y | +57.7% | +92.7% | -34.9% | +36.8% |
| 5Y | +63.8% | +73.3% | -9.6% | +44.4% |
| All | +63.8% | +69.5% | -5.8% | +44.4% |
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