+73.4%
INCY vs DAR
-8.0%
+81.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +3.7% | +7.4% | -3.8% | +2.8% |
| 3M | +22.1% | +15.7% | +6.4% | +19.8% |
| 6M | +29.8% | +30.0% | -0.3% | +25.3% |
| YTD | +27.6% | +87.5% | -59.9% | +17.5% |
| 1Y | +47.2% | +113.4% | -66.2% | +33.0% |
| 3Y | +97.0% | +15.3% | +81.6% | +89.7% |
| 5Y | +73.4% | -4.3% | +77.7% | +70.3% |
| All | +73.4% | -8.0% | +81.3% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling