-36.6%
DT vs INCY
+83.5%
-120.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.1% | +1.1% | +2.0% | +2.9% |
| 30D | -29.5% | +8.4% | -38.0% | -30.5% |
| 3M | -11.7% | +0.4% | -12.1% | -12.0% |
| 6M | +29.0% | +22.4% | +6.6% | +23.2% |
| YTD | +3.4% | +22.5% | -19.1% | -1.7% |
| 1Y | -4.2% | +14.8% | -19.0% | -7.7% |
| 3Y | -12.8% | +127.7% | -140.6% | -35.3% |
| All | -36.6% | +83.5% | -120.1% | -50.1% |
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