-28.8%
DPZ vs INCY
+67.3%
-96.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -2.5% | +1.9% | -4.5% | -2.8% |
| 30D | -7.0% | +5.8% | -12.8% | -7.8% |
| 3M | +11.6% | +25.2% | -13.6% | +7.6% |
| 6M | -15.2% | +28.2% | -43.4% | -18.7% |
| YTD | -17.2% | +28.3% | -45.6% | -20.9% |
| 1Y | -24.8% | +48.3% | -73.2% | -30.1% |
| 3Y | -8.7% | +95.9% | -104.6% | -20.3% |
| All | -28.8% | +67.3% | -96.1% | -36.6% |
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 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