+66.4%
DOCN vs INCY
+48.7%
+17.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -11.9% | -14.4% |
| 7D | -29.3% | +1.0% | -30.3% | -29.6% |
| 30D | -46.0% | +4.7% | -50.7% | -47.2% |
| 3M | -43.2% | -1.5% | -41.7% | -43.2% |
| 6M | -53.7% | +21.1% | -74.8% | -58.5% |
| YTD | +46.9% | +19.5% | +27.4% | +32.3% |
| 1Y | +54.3% | +11.6% | +42.7% | +42.9% |
| 3Y | +185.5% | +115.2% | +70.4% | +80.8% |
| 5Y | -31.1% | +73.9% | -105.0% | -48.9% |
| All | +66.4% | +48.7% | +17.7% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling