-48.1%
DXCM vs INCY
+83.5%
-131.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -0.2% | +8.4% | -8.6% | -2.2% |
| 3M | -8.9% | +0.4% | -9.3% | -9.2% |
| 6M | +42.3% | +22.4% | +19.9% | +33.6% |
| YTD | +25.6% | +22.5% | +3.1% | +17.4% |
| 1Y | +39.5% | +14.8% | +24.8% | +32.7% |
| 3Y | -15.3% | +127.7% | -143.0% | -39.8% |
| All | -48.1% | +83.5% | -131.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling