-4.6%
DPZ vs INCY
+116.8%
-121.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.3% |
| 7D | +6.6% | -0.6% | +7.2% | +6.6% |
| 30D | +10.3% | +5.5% | +4.8% | +9.7% |
| 3M | -6.2% | +1.1% | -7.2% | -6.4% |
| 6M | +4.2% | +19.8% | -15.6% | +2.5% |
| YTD | -18.4% | +21.1% | -39.5% | -20.0% |
| 1Y | -14.9% | +13.7% | -28.7% | -16.3% |
| 3Y | -4.6% | +119.3% | -123.9% | -9.8% |
| All | -4.6% | +116.8% | -121.4% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling