+22.4%
INCY vs DAR
-11.9%
+34.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.4% |
| 7D | +1.1% | +11.6% | -10.5% | +3.2% |
| 30D | +8.4% | -10.2% | +18.7% | +5.3% |
| 3M | +0.4% | -14.8% | +15.2% | -2.9% |
| 6M | +22.4% | -10.1% | +32.5% | +23.1% |
| All | +22.4% | -11.9% | +34.3% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling