+49.7%
INCY vs DAR
+366.1%
-316.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -4.2% | -0.1% | -4.0% | -4.2% |
| 30D | +0.6% | +2.6% | -2.1% | 0.0% |
| 3M | +12.6% | +14.2% | -1.6% | +9.9% |
| 6M | +28.3% | +17.2% | +11.1% | +24.4% |
| YTD | +23.0% | +80.9% | -57.9% | +10.8% |
| 1Y | +41.0% | +104.0% | -63.0% | +24.0% |
| 3Y | +88.6% | +3.6% | +85.0% | +82.3% |
| 5Y | +70.8% | -7.8% | +78.6% | +63.9% |
| All | +49.7% | +366.1% | -316.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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