+87.8%
INCY vs DAR
-31.4%
+119.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.4% | +1.2% |
| 7D | -0.5% | +3.6% | -4.1% | -0.8% |
| 30D | +9.8% | -11.3% | +21.1% | +10.8% |
| 3M | +1.0% | -13.1% | +14.1% | +2.0% |
| 6M | +21.9% | -15.1% | +37.0% | +23.2% |
| YTD | +23.8% | +50.5% | -26.7% | +17.0% |
| 1Y | +13.0% | +57.9% | -44.9% | +6.1% |
| 3Y | +133.2% | +28.9% | +104.2% | +120.2% |
| 5Y | +87.8% | -31.4% | +119.2% | +98.5% |
| All | +87.8% | -31.4% | +119.2% | +98.5% |
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