+3,595.6%
DLR vs INCY
+1,166.2%
+2,429.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | -3.4% | +5.8% | -9.2% | -4.5% |
| 3M | +0.5% | +25.2% | -24.7% | -4.2% |
| 6M | +4.6% | +28.2% | -23.7% | -1.0% |
| YTD | +23.4% | +28.3% | -4.9% | +16.6% |
| 1Y | +19.0% | +48.3% | -29.3% | +9.0% |
| 3Y | +56.5% | +95.9% | -39.4% | +33.0% |
| 5Y | +33.3% | +66.6% | -33.3% | +16.0% |
| 10Y | +165.1% | +54.5% | +110.6% | +119.8% |
| All | +3,595.6% | +1,166.2% | +2,429.4% | +1,130.8% |
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