+55.8%
DOCS vs INCY
+113.8%
-58.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.7% |
| 7D | -1.3% | +1.0% | -2.4% | -1.4% |
| 30D | +19.4% | +4.7% | +14.7% | +18.6% |
| 3M | +53.4% | -1.5% | +54.9% | +53.6% |
| 6M | +28.8% | +21.1% | +7.7% | +25.4% |
| YTD | -25.1% | +19.5% | -44.5% | -27.2% |
| 1Y | -48.1% | +11.6% | -59.8% | -49.1% |
| All | +55.8% | +113.8% | -58.0% | +34.4% |
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