-28.9%
DPZ vs INCY
+83.5%
-112.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +15.5% | +8.4% | +7.1% | +13.9% |
| 3M | -2.0% | +0.4% | -2.4% | -2.3% |
| 6M | +12.1% | +22.4% | -10.3% | +8.1% |
| YTD | -16.6% | +22.5% | -39.1% | -19.9% |
| 1Y | -14.6% | +14.8% | -29.3% | -17.1% |
| 3Y | -4.1% | +127.7% | -131.9% | -21.6% |
| All | -28.9% | +83.5% | -112.3% | -38.2% |
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