+94.4%
INCY vs DAR
+14.9%
+79.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +3.2% | +13.0% | -9.8% | +2.1% |
| 3M | +23.6% | +15.0% | +8.6% | +21.9% |
| 6M | +29.7% | +26.8% | +2.8% | +26.3% |
| YTD | +25.9% | +86.4% | -60.5% | +17.3% |
| 1Y | +43.7% | +115.1% | -71.4% | +31.2% |
| 3Y | +94.4% | +14.6% | +79.8% | +85.0% |
| All | +94.4% | +14.9% | +79.6% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling