+70.5%
DOCN vs INCY
+50.8%
+19.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -19.2% | -0.6% | -18.5% | -18.9% |
| 30D | -43.1% | +5.5% | -48.5% | -44.4% |
| 3M | -40.7% | +1.1% | -41.8% | -41.3% |
| 6M | -55.0% | +19.8% | -74.8% | -59.4% |
| YTD | +50.6% | +21.1% | +29.5% | +35.0% |
| 1Y | +54.0% | +13.7% | +40.2% | +41.5% |
| 3Y | +203.9% | +119.3% | +84.6% | +90.9% |
| 5Y | -29.4% | +76.3% | -105.7% | -47.9% |
| All | +70.5% | +50.8% | +19.8% | +19.4% |
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