+338.1%
DRI vs INCY
+56.5%
+281.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -4.8% | -3.7% | -1.1% | -4.1% |
| 30D | -5.2% | +1.8% | -7.0% | -5.6% |
| 3M | +2.7% | +17.0% | -14.2% | -0.6% |
| 6M | +3.6% | +28.4% | -24.8% | -1.8% |
| YTD | +15.4% | +24.8% | -9.4% | +9.9% |
| 1Y | +1.3% | +42.9% | -41.7% | -6.5% |
| 3Y | +53.1% | +92.7% | -39.6% | +31.1% |
| 5Y | +64.6% | +73.3% | -8.8% | +42.6% |
| All | +338.1% | +56.5% | +281.5% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling