+758.7%
DVN vs INCY
+6,474.9%
-5,716.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | +2.5% | -3.7% | +6.2% | +2.9% |
| 30D | +10.2% | +1.8% | +8.4% | +9.9% |
| 3M | +8.1% | +17.0% | -8.9% | +6.0% |
| 6M | +15.9% | +28.4% | -12.5% | +12.3% |
| YTD | +38.2% | +24.8% | +13.4% | +34.1% |
| 1Y | +44.5% | +42.9% | +1.5% | +37.8% |
| 3Y | +5.1% | +92.7% | -87.5% | -3.9% |
| 5Y | +124.3% | +73.3% | +51.0% | +106.4% |
| 10Y | +65.9% | +55.8% | +10.1% | +51.7% |
| All | +758.7% | +6,474.9% | -5,716.3% | +360.1% |
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 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