+78.8%
DRI vs INCY
+86.4%
-7.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | +14.7% | +9.8% | +4.9% | +12.4% |
| 3M | +5.4% | +1.0% | +4.4% | +5.0% |
| 6M | +18.8% | +21.9% | -3.0% | +13.4% |
| YTD | +28.4% | +23.8% | +4.6% | +21.7% |
| 1Y | +37.7% | +13.0% | +24.6% | +32.9% |
| 3Y | +68.0% | +133.2% | -65.2% | +34.1% |
| 5Y | +78.8% | +87.8% | -9.0% | +53.9% |
| All | +78.8% | +86.4% | -7.6% | +53.9% |
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