+5,542.7%
DPZ vs INCY
+1,646.7%
+3,896.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.4% |
| 7D | +6.6% | -0.6% | +7.2% | +6.7% |
| 30D | +10.3% | +5.5% | +4.8% | +9.1% |
| 3M | -6.2% | +1.1% | -7.2% | -6.5% |
| 6M | +4.2% | +19.8% | -15.6% | +0.1% |
| YTD | -18.4% | +21.1% | -39.5% | -22.1% |
| 1Y | -14.9% | +13.7% | -28.7% | -17.9% |
| 3Y | -4.6% | +119.3% | -123.9% | -21.0% |
| 5Y | -27.4% | +76.3% | -103.7% | -37.6% |
| 10Y | +125.9% | +36.6% | +89.3% | +89.1% |
| All | +5,542.7% | +1,646.7% | +3,896.0% | +1,690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling