+2,894.9%
DXCM vs INCY
+1,692.8%
+1,202.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -3.2% | +1.9% | -5.1% | -3.7% |
| 30D | +6.3% | +5.8% | +0.5% | +4.6% |
| 3M | +21.1% | +25.2% | -4.1% | +13.3% |
| 6M | +20.6% | +28.2% | -7.6% | +11.8% |
| YTD | +32.4% | +28.3% | +4.1% | +22.5% |
| 1Y | +8.8% | +48.3% | -39.5% | -3.7% |
| 3Y | -13.7% | +95.9% | -109.7% | -31.1% |
| 5Y | -35.2% | +66.6% | -101.8% | -46.2% |
| 10Y | +281.8% | +54.5% | +227.3% | +202.6% |
| All | +2,894.9% | +1,692.8% | +1,202.1% | +816.4% |
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