+16.4%
DOCU vs INCY
+15.3%
+1.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.0% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | +12.9% | +9.8% | +3.1% | +11.7% |
| 3M | +35.1% | +1.0% | +34.1% | +34.4% |
| 6M | +76.2% | +21.9% | +54.3% | +76.4% |
| YTD | +17.2% | +23.8% | -6.6% | +19.4% |
| 1Y | +16.4% | +13.0% | +3.4% | +16.9% |
| All | +16.4% | +15.3% | +1.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling