-76.5%
DOCU vs INCY
+67.3%
-143.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | +6.9% | +1.9% | +5.0% | +6.1% |
| 30D | +19.0% | +5.8% | +13.2% | +16.5% |
| 3M | +34.3% | +25.2% | +9.1% | +23.7% |
| 6M | +48.0% | +28.2% | +19.8% | +34.4% |
| YTD | 0.0% | +28.3% | -28.3% | -9.6% |
| 1Y | -10.3% | +48.3% | -58.6% | -24.4% |
| 3Y | +32.4% | +95.9% | -63.5% | -6.1% |
| All | -76.5% | +67.3% | -143.8% | -82.5% |
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 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