+95.3%
DOCU vs INCY
+90.4%
+4.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.2% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | +12.6% | +5.5% | +7.2% | +10.2% |
| 3M | +36.4% | +1.1% | +35.3% | +35.1% |
| 6M | +66.8% | +19.8% | +47.0% | +53.6% |
| YTD | +13.5% | +21.1% | -7.7% | +3.3% |
| 1Y | +11.3% | +13.7% | -2.4% | +3.5% |
| 3Y | +92.1% | +119.3% | -27.2% | +27.4% |
| 5Y | -71.0% | +76.3% | -147.3% | -78.4% |
| All | +95.3% | +90.4% | +4.9% | +35.2% |
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