-37.3%
DOCS vs INCY
+43.2%
-80.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.0% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | +8.6% | +9.8% | -1.2% | +5.9% |
| 3M | +27.2% | +1.0% | +26.2% | +26.6% |
| 6M | +26.5% | +21.9% | +4.6% | +19.3% |
| YTD | -25.0% | +23.8% | -48.8% | -30.2% |
| 1Y | -37.0% | +13.0% | -50.0% | -39.8% |
| 3Y | +39.4% | +133.2% | -93.8% | -3.8% |
| 5Y | -56.7% | +87.8% | -144.5% | -65.3% |
| All | -37.3% | +43.2% | -80.5% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling