+116.4%
DOCN vs INCY
+20.6%
+95.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.5% | -11.6% | -7.3% |
| 7D | -20.0% | +5.1% | -25.2% | -20.2% |
| 30D | -38.8% | +7.6% | -46.4% | -39.1% |
| 3M | -34.8% | +1.9% | -36.7% | -34.6% |
| 6M | -22.8% | +26.5% | -49.2% | -29.7% |
| YTD | +74.6% | +24.4% | +50.2% | +59.1% |
| 1Y | +116.4% | +19.4% | +97.1% | +105.7% |
| All | +116.4% | +20.6% | +95.8% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling