+5,555.9%
DKS vs INCY
+3,635.7%
+1,920.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -36.6% | +3.2% | -39.8% | -37.1% |
| 3M | -37.6% | +23.6% | -61.2% | -40.3% |
| 6M | -32.1% | +29.7% | -61.7% | -35.7% |
| YTD | -32.3% | +25.9% | -58.3% | -35.7% |
| 1Y | -39.5% | +43.7% | -83.2% | -44.0% |
| 3Y | +27.7% | +94.4% | -66.8% | +9.6% |
| 5Y | +15.0% | +68.0% | -53.0% | +0.9% |
| 10Y | +192.6% | +52.5% | +140.1% | +146.4% |
| All | +5,555.9% | +3,635.7% | +1,920.1% | +2,015.1% |
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 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