+72.2%
DOCU vs INCY
+101.7%
-29.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | +6.9% | +1.9% | +5.0% | +6.0% |
| 30D | +19.0% | +5.8% | +13.2% | +16.2% |
| 3M | +34.3% | +25.2% | +9.1% | +22.6% |
| 6M | +48.0% | +28.2% | +19.8% | +32.9% |
| YTD | 0.0% | +28.3% | -28.3% | -10.7% |
| 1Y | -10.3% | +48.3% | -58.6% | -25.4% |
| 3Y | +32.4% | +95.9% | -63.5% | -6.6% |
| 5Y | -77.9% | +66.6% | -144.5% | -83.2% |
| All | +72.2% | +101.7% | -29.5% | +17.0% |
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 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