-57.0%
DOCS vs INCY
+82.2%
-139.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | +7.8% | +8.1% | -0.3% | +5.4% |
| 3M | +20.0% | +1.1% | +18.9% | +19.2% |
| 6M | +26.5% | +23.7% | +2.8% | +18.2% |
| YTD | -25.8% | +23.4% | -49.2% | -31.3% |
| 1Y | -39.5% | +15.0% | -54.5% | -42.8% |
| 3Y | +60.3% | +132.1% | -71.7% | +5.6% |
| 5Y | -57.0% | +83.2% | -140.2% | -68.9% |
| All | -57.0% | +82.2% | -139.2% | -68.9% |
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