-54.2%
DOCS vs INCY
+75.2%
-129.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -0.8% | -0.6% | -0.1% | -0.5% |
| 30D | +17.4% | +5.5% | +11.9% | +15.6% |
| 3M | +57.4% | +1.1% | +56.3% | +56.6% |
| 6M | +26.5% | +19.8% | +6.7% | +19.3% |
| YTD | -26.6% | +21.1% | -47.7% | -31.7% |
| 1Y | -48.1% | +13.7% | -61.8% | -50.8% |
| 3Y | +52.6% | +119.3% | -66.6% | +3.5% |
| All | -54.2% | +75.2% | -129.5% | -66.6% |
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