+60.1%
DOCN vs INCY
+67.3%
-7.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | -9.6% | +5.8% | -15.4% | -11.8% |
| 3M | -37.7% | +25.2% | -62.9% | -44.6% |
| 6M | +115.2% | +28.2% | +87.0% | +88.5% |
| YTD | +133.7% | +28.3% | +105.4% | +104.7% |
| 1Y | +250.2% | +48.3% | +201.8% | +185.1% |
| 3Y | +320.3% | +95.9% | +224.4% | +182.8% |
| All | +60.1% | +67.3% | -7.2% | +12.5% |
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