+263.3%
DXCM vs INCY
+56.5%
+206.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.3% |
| 7D | -5.8% | -3.7% | -2.1% | -4.8% |
| 30D | -5.6% | +1.8% | -7.4% | -6.2% |
| 3M | +13.0% | +17.0% | -3.9% | +7.6% |
| 6M | +24.7% | +28.4% | -3.7% | +15.1% |
| YTD | +27.3% | +24.8% | +2.5% | +18.2% |
| 1Y | +11.2% | +42.9% | -31.7% | -1.3% |
| 3Y | -19.0% | +92.7% | -111.7% | -36.1% |
| 5Y | -38.5% | +73.3% | -111.8% | -50.2% |
| All | +263.3% | +56.5% | +206.8% | +174.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling