+333.0%
DINO vs INCY
+69.5%
+263.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +1.5% | -3.7% | +5.2% | +1.8% |
| 30D | +25.9% | +1.8% | +24.1% | +25.6% |
| 3M | +53.2% | +17.0% | +36.2% | +50.4% |
| 6M | +105.5% | +28.4% | +77.1% | +99.6% |
| YTD | +139.2% | +24.8% | +114.4% | +132.4% |
| 1Y | +117.4% | +42.9% | +74.4% | +107.0% |
| 3Y | +99.3% | +92.7% | +6.6% | +79.7% |
| 5Y | +333.0% | +73.3% | +259.7% | +288.6% |
| All | +333.0% | +69.5% | +263.5% | +288.6% |
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