-43.2%
DOCN vs INCY
-4.8%
-38.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -11.9% | -16.7% |
| 7D | -29.3% | +1.0% | -30.3% | -27.9% |
| 30D | -46.0% | +4.7% | -50.7% | -43.8% |
| 3M | -43.2% | -1.5% | -41.7% | -41.3% |
| All | -43.2% | -4.8% | -38.4% | -41.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling