+2,739.2%
DXCM vs INCY
+1,611.0%
+1,128.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -8.9% | +0.4% | -9.3% | -9.2% |
| 6M | +42.3% | +22.4% | +19.9% | +33.7% |
| YTD | +25.6% | +22.5% | +3.1% | +17.5% |
| 1Y | +39.5% | +14.8% | +24.8% | +32.7% |
| 3Y | -15.3% | +127.7% | -143.0% | -35.1% |
| 5Y | -48.4% | +84.4% | -132.8% | -58.2% |
| 10Y | +411.4% | +15.7% | +395.6% | +339.0% |
| All | +2,739.2% | +1,611.0% | +1,128.1% | +779.1% |
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