+7,085.5%
DRI vs INCY
+3,020.0%
+4,065.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +0.6% | +1.9% | -1.3% | +0.4% |
| 30D | +3.8% | +5.8% | -2.0% | +3.3% |
| 3M | +13.0% | +25.2% | -12.2% | +10.7% |
| 6M | +8.3% | +28.2% | -19.9% | +5.8% |
| YTD | +20.6% | +28.3% | -7.7% | +17.8% |
| 1Y | +6.5% | +48.3% | -41.9% | +2.5% |
| 3Y | +53.7% | +95.9% | -42.2% | +43.6% |
| 5Y | +72.7% | +66.6% | +6.1% | +63.0% |
| 10Y | +363.2% | +54.5% | +308.6% | +330.8% |
| All | +7,085.5% | +3,020.0% | +4,065.5% | +4,824.6% |
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 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