+4.3%
DT vs INCY
+96.8%
-92.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +0.1% | +3.7% | -3.6% | -0.2% |
| 3M | +24.1% | +22.1% | +2.0% | +22.7% |
| 6M | +30.1% | +29.8% | +0.3% | +28.2% |
| YTD | +16.8% | +27.6% | -10.8% | +15.1% |
| 1Y | -0.1% | +47.2% | -47.3% | -3.0% |
| All | +4.3% | +96.8% | -92.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling