+152.4%
DKNG vs INCY
+54.4%
+98.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.8% |
| 7D | +3.0% | -4.2% | +7.2% | +4.5% |
| 30D | -3.0% | +0.6% | -3.6% | -3.3% |
| 3M | -17.6% | +12.6% | -30.2% | -21.0% |
| 6M | -3.2% | +28.3% | -31.6% | -11.5% |
| YTD | -28.2% | +23.0% | -51.2% | -33.8% |
| 1Y | -46.1% | +41.0% | -87.0% | -53.1% |
| 3Y | -22.2% | +88.6% | -110.8% | -42.0% |
| 5Y | -60.4% | +70.8% | -131.2% | -68.9% |
| All | +152.4% | +54.4% | +98.1% | +89.2% |
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