-73.2%
DOCS vs INCY
+67.3%
-140.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | +21.8% | +5.8% | +16.0% | +19.8% |
| 3M | +27.3% | +25.2% | +2.1% | +18.9% |
| 6M | -0.3% | +28.2% | -28.6% | -7.8% |
| YTD | -40.5% | +28.3% | -68.8% | -45.4% |
| 1Y | -61.5% | +48.3% | -109.9% | -66.8% |
| 3Y | +8.2% | +95.9% | -87.8% | -18.8% |
| All | -73.2% | +67.3% | -140.4% | -79.4% |
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 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