-23.7%
DOCN vs INCY
+86.4%
-110.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +8.9% |
| 7D | +3.7% | -0.5% | +4.2% | +4.3% |
| 30D | -33.7% | +9.8% | -43.5% | -36.4% |
| 3M | -27.9% | +1.0% | -28.9% | -28.6% |
| 6M | -46.4% | +21.9% | -68.3% | -52.5% |
| YTD | +81.1% | +23.8% | +57.3% | +59.2% |
| 1Y | +74.3% | +13.0% | +61.3% | +59.9% |
| 3Y | +245.8% | +133.2% | +112.7% | +92.3% |
| 5Y | -23.7% | +87.8% | -111.5% | -54.9% |
| All | -23.7% | +86.4% | -110.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling