-5.0%
DPZ vs INCY
+124.7%
-129.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +3.7% | +1.5% | +2.1% | +3.5% |
| 30D | +8.0% | +8.1% | 0.0% | +7.2% |
| 3M | -4.2% | +1.1% | -5.3% | -4.4% |
| 6M | +4.6% | +23.7% | -19.1% | +2.5% |
| YTD | -18.4% | +23.4% | -41.8% | -20.2% |
| 1Y | -16.8% | +15.0% | -31.8% | -18.2% |
| 3Y | -5.0% | +132.1% | -137.1% | -9.7% |
| All | -5.0% | +124.7% | -129.7% | -9.7% |
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