+1,047.9%
DIS vs INCY
+6,281.3%
-5,233.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +5.2% | -0.6% | +5.9% | +5.3% |
| 30D | +11.5% | +5.5% | +6.0% | +10.7% |
| 3M | +11.5% | +1.1% | +10.5% | +11.3% |
| 6M | +8.9% | +19.8% | -11.0% | +6.3% |
| YTD | +3.4% | +21.1% | -17.7% | +0.6% |
| 1Y | +7.2% | +13.7% | -6.5% | +5.0% |
| 3Y | +43.3% | +119.3% | -75.9% | +28.8% |
| 5Y | -31.4% | +76.3% | -107.8% | -37.0% |
| 10Y | +37.1% | +36.6% | +0.4% | +25.5% |
| All | +1,047.9% | +6,281.3% | -5,233.4% | +489.0% |
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