+98.6%
DOCU vs INCY
+87.8%
+10.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -0.5% |
| 7D | -3.2% | +1.0% | -4.2% | -3.7% |
| 30D | +15.7% | +4.7% | +11.0% | +13.5% |
| 3M | +37.3% | -1.5% | +38.8% | +37.3% |
| 6M | +63.1% | +21.1% | +42.1% | +49.5% |
| YTD | +15.4% | +19.5% | -4.1% | +5.6% |
| 1Y | +11.3% | +11.6% | -0.3% | +4.3% |
| 3Y | +92.1% | +115.2% | -23.1% | +28.4% |
| 5Y | -70.5% | +73.9% | -144.4% | -77.9% |
| All | +98.6% | +87.8% | +10.8% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling