+103.3%
DOCU vs INCY
+92.5%
+10.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.1% | +1.1% | +3.0% | +3.6% |
| 30D | +7.4% | +8.4% | -1.1% | +3.9% |
| 3M | +26.0% | +0.4% | +25.6% | +25.1% |
| 6M | +79.2% | +22.4% | +56.8% | +63.8% |
| YTD | +18.1% | +22.5% | -4.4% | +7.0% |
| 1Y | +20.5% | +14.8% | +5.8% | +11.7% |
| 3Y | +96.4% | +127.7% | -31.3% | +28.0% |
| 5Y | -69.5% | +84.4% | -153.9% | -77.7% |
| All | +103.3% | +92.5% | +10.7% | +40.1% |
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