-51.1%
DOCS vs INCY
+75.4%
-126.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.2% |
| 7D | -1.3% | +1.0% | -2.4% | -1.6% |
| 30D | +19.4% | +4.7% | +14.7% | +17.8% |
| 3M | +53.4% | -1.5% | +54.9% | +53.8% |
| 6M | +28.8% | +21.1% | +7.7% | +21.1% |
| YTD | -25.1% | +19.5% | -44.5% | -29.9% |
| 1Y | -48.1% | +11.6% | -59.8% | -50.5% |
| 3Y | +51.4% | +115.2% | -63.8% | +3.9% |
| 5Y | -51.1% | +73.9% | -125.0% | -62.8% |
| All | -51.1% | +75.4% | -126.5% | -62.8% |
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