-27.5%
DPZ vs INCY
+75.2%
-102.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.4% |
| 7D | +6.6% | -0.6% | +7.2% | +6.6% |
| 30D | +10.3% | +5.5% | +4.8% | +9.3% |
| 3M | -6.2% | +1.1% | -7.2% | -6.5% |
| 6M | +4.2% | +19.8% | -15.6% | +0.8% |
| YTD | -18.4% | +21.1% | -39.5% | -21.5% |
| 1Y | -14.9% | +13.7% | -28.7% | -17.4% |
| 3Y | -4.6% | +119.3% | -123.9% | -21.1% |
| All | -27.5% | +75.2% | -102.7% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling