+66.6%
DRI vs INCY
+69.9%
-3.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -4.8% | -2.2% | -2.6% | -4.4% |
| 30D | -3.9% | +3.7% | -7.6% | -4.7% |
| 3M | +5.1% | +22.1% | -17.0% | +0.5% |
| 6M | +5.5% | +29.8% | -24.3% | -0.5% |
| YTD | +16.5% | +27.6% | -11.1% | +10.0% |
| 1Y | +2.0% | +47.2% | -45.2% | -7.0% |
| 3Y | +54.5% | +97.0% | -42.5% | +29.9% |
| 5Y | +66.6% | +73.4% | -6.8% | +41.6% |
| All | +66.6% | +69.9% | -3.3% | +41.6% |
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