-38.6%
DXCM vs INCY
+67.2%
-105.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.4% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -0.3% | +3.2% | -3.4% | -1.1% |
| 3M | +10.3% | +23.6% | -13.3% | +4.1% |
| 6M | +24.1% | +29.7% | -5.5% | +15.3% |
| YTD | +27.4% | +25.9% | +1.4% | +18.9% |
| 1Y | +8.4% | +43.7% | -35.3% | -3.0% |
| 3Y | -19.0% | +94.4% | -113.4% | -35.7% |
| 5Y | -38.6% | +68.0% | -106.6% | -49.5% |
| All | -38.6% | +67.2% | -105.7% | -49.5% |
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 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