+121.1%
DPZ vs INCY
+27.4%
+93.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | +3.7% | +1.5% | +2.1% | +3.5% |
| 30D | +8.0% | +8.1% | 0.0% | +7.0% |
| 3M | -4.2% | +1.1% | -5.3% | -4.4% |
| 6M | +4.6% | +23.7% | -19.1% | +1.7% |
| YTD | -18.4% | +23.4% | -41.8% | -20.8% |
| 1Y | -16.8% | +15.0% | -31.8% | -18.6% |
| 3Y | -5.0% | +132.1% | -137.1% | -15.9% |
| 5Y | -27.8% | +83.2% | -111.0% | -34.1% |
| 10Y | +121.1% | +17.1% | +104.0% | +103.6% |
| All | +121.1% | +27.4% | +93.7% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling