+101.7%
DOCU vs INCY
+94.6%
+7.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.6% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | +12.9% | +9.8% | +3.1% | +8.8% |
| 3M | +35.1% | +1.0% | +34.1% | +33.8% |
| 6M | +76.2% | +21.9% | +54.3% | +61.4% |
| YTD | +17.2% | +23.8% | -6.6% | +5.8% |
| 1Y | +16.4% | +13.0% | +3.4% | +8.6% |
| 3Y | +95.6% | +133.2% | -37.6% | +26.2% |
| 5Y | -68.5% | +87.8% | -156.3% | -77.1% |
| All | +101.7% | +94.6% | +7.1% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling