+110.9%
DT vs INCY
+47.2%
+63.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.6% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | +2.7% | +3.2% | -0.5% | +1.6% |
| 3M | +20.0% | +23.6% | -3.6% | +11.9% |
| 6M | +28.0% | +29.7% | -1.6% | +17.0% |
| YTD | +16.0% | +25.9% | -9.9% | +6.5% |
| 1Y | +0.7% | +43.7% | -43.0% | -12.4% |
| 3Y | +6.2% | +94.4% | -88.2% | -20.9% |
| 5Y | -28.1% | +68.0% | -96.1% | -43.5% |
| All | +110.9% | +47.2% | +63.7% | +63.4% |
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