+1,399.9%
DUK vs INCY
+6,474.9%
-5,075.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -1.5% |
| 30D | -2.2% | +1.8% | -4.1% | -2.4% |
| 3M | -3.7% | +17.0% | -20.7% | -4.5% |
| 6M | -6.3% | +28.4% | -34.7% | -7.6% |
| YTD | +4.5% | +24.8% | -20.3% | +3.1% |
| 1Y | +1.8% | +42.9% | -41.1% | -0.3% |
| 3Y | +46.8% | +92.7% | -45.9% | +41.0% |
| 5Y | +40.2% | +73.3% | -33.1% | +35.0% |
| 10Y | +129.8% | +55.8% | +74.0% | +119.1% |
| All | +1,399.9% | +6,474.9% | -5,075.0% | +929.2% |
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