+196.8%
DKS vs INCY
+54.2%
+142.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | -3.0% | -4.2% | +1.2% | -2.1% |
| 30D | -33.4% | +0.6% | -34.0% | -33.6% |
| 3M | -39.4% | +12.6% | -52.0% | -41.0% |
| 6M | -30.1% | +28.3% | -58.4% | -33.9% |
| YTD | -31.0% | +23.0% | -53.9% | -34.3% |
| 1Y | -40.2% | +41.0% | -81.1% | -44.7% |
| 3Y | +30.9% | +88.6% | -57.6% | +11.9% |
| 5Y | +14.0% | +70.8% | -56.8% | -1.0% |
| All | +196.8% | +54.2% | +142.6% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling