+29.1%
DKS vs INCY
+92.5%
-63.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -4.7% | -3.7% | -1.1% | -4.1% |
| 30D | -35.1% | +1.8% | -36.9% | -35.4% |
| 3M | -37.7% | +17.0% | -54.7% | -39.7% |
| 6M | -30.7% | +28.4% | -59.1% | -34.2% |
| YTD | -31.9% | +24.8% | -56.7% | -35.2% |
| 1Y | -40.0% | +42.9% | -82.9% | -44.3% |
| All | +29.1% | +92.5% | -63.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling