+45.7%
DUK vs INCY
+89.7%
-44.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.7% | -4.2% | +3.5% | -0.5% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | -3.0% | +12.6% | -15.6% | -3.5% |
| 6M | -6.6% | +28.3% | -34.9% | -7.4% |
| YTD | +4.6% | +23.0% | -18.4% | +3.5% |
| 1Y | +1.2% | +41.0% | -39.7% | -0.6% |
| 3Y | +45.7% | +88.6% | -42.9% | +32.5% |
| All | +45.7% | +89.7% | -44.0% | +32.5% |
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