+1,115.2%
DIA vs INCY
+462.3%
+652.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.9% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -2.1% | +3.2% | -5.3% | -2.4% |
| 3M | +4.2% | +23.6% | -19.5% | +1.7% |
| 6M | +11.9% | +29.7% | -17.8% | +8.7% |
| YTD | +10.8% | +25.9% | -15.1% | +7.8% |
| 1Y | +17.5% | +43.7% | -26.2% | +12.7% |
| 3Y | +59.9% | +94.4% | -34.5% | +47.4% |
| 5Y | +64.1% | +68.0% | -3.8% | +52.8% |
| 10Y | +246.2% | +52.5% | +193.7% | +217.3% |
| All | +1,115.2% | +462.3% | +652.9% | +612.7% |
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