-5.7%
DT vs INCY
+20.6%
-26.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.3% |
| 7D | -25.5% | +5.1% | -30.6% | -25.3% |
| 30D | -22.3% | +7.6% | -29.9% | -21.9% |
| 3M | +2.3% | +1.9% | +0.5% | +2.6% |
| 6M | +20.7% | +26.5% | -5.7% | +23.4% |
| YTD | +7.9% | +24.4% | -16.4% | +11.8% |
| 1Y | -5.7% | +19.4% | -25.1% | -2.7% |
| All | -5.7% | +20.6% | -26.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling