+324.3%
DOCN vs INCY
+95.5%
+228.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | -9.6% | +5.8% | -15.4% | -11.0% |
| 3M | -37.7% | +25.2% | -62.9% | -42.4% |
| 6M | +115.2% | +28.2% | +87.0% | +96.6% |
| YTD | +133.7% | +28.3% | +105.4% | +113.9% |
| 1Y | +250.2% | +48.3% | +201.8% | +206.3% |
| All | +324.3% | +95.5% | +228.7% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling