-31.9%
DIS vs INCY
+75.2%
-107.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +5.2% | -0.6% | +5.9% | +5.3% |
| 30D | +11.5% | +5.5% | +6.0% | +10.3% |
| 3M | +11.5% | +1.1% | +10.5% | +11.1% |
| 6M | +8.9% | +19.8% | -11.0% | +4.6% |
| YTD | +3.4% | +21.1% | -17.7% | -1.4% |
| 1Y | +7.2% | +13.7% | -6.5% | +3.5% |
| 3Y | +43.3% | +119.3% | -75.9% | +13.0% |
| All | -31.9% | +75.2% | -107.2% | -40.9% |
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