+84.2%
DOCN vs INCY
+53.6%
+30.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.2% | +7.3% |
| 7D | -12.8% | +1.5% | -14.3% | -13.2% |
| 30D | -41.9% | +8.1% | -50.0% | -43.8% |
| 3M | -36.9% | +1.1% | -38.0% | -37.5% |
| 6M | -52.2% | +23.7% | -75.9% | -57.5% |
| YTD | +62.7% | +23.4% | +39.3% | +44.9% |
| 1Y | +58.2% | +15.0% | +43.2% | +45.0% |
| 3Y | +219.5% | +132.1% | +87.4% | +94.5% |
| 5Y | -32.9% | +83.2% | -116.1% | -50.9% |
| All | +84.2% | +53.6% | +30.6% | +28.2% |
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