+3,376.4%
DOV vs INCY
+6,660.0%
-3,283.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | -8.1% | +5.8% | -13.9% | -8.7% |
| 3M | -9.4% | +25.2% | -34.6% | -12.0% |
| 6M | -12.6% | +28.2% | -40.8% | -15.4% |
| YTD | -0.5% | +28.3% | -28.8% | -3.8% |
| 1Y | +9.2% | +48.3% | -39.1% | +3.7% |
| 3Y | +34.1% | +95.9% | -61.8% | +22.2% |
| 5Y | +17.3% | +66.6% | -49.3% | +8.3% |
| 10Y | +284.9% | +54.5% | +230.4% | +247.6% |
| All | +3,376.4% | +6,660.0% | -3,283.6% | +1,663.5% |
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 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