+95.5%
DOCU vs INCY
+91.5%
+4.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -3.4% | +2.3% | -5.7% | -4.3% |
| 30D | +9.3% | +6.7% | +2.6% | +6.4% |
| 3M | +30.2% | -1.0% | +31.2% | +30.0% |
| 6M | +62.1% | +22.1% | +40.1% | +48.3% |
| YTD | +13.5% | +21.8% | -8.3% | +3.1% |
| 1Y | +11.5% | +13.5% | -2.0% | +3.8% |
| 3Y | +89.5% | +129.4% | -39.9% | +23.0% |
| 5Y | -69.6% | +84.0% | -153.6% | -77.8% |
| All | +95.5% | +91.5% | +4.0% | +35.0% |
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