+6,013.5%
INCY vs DAR
+1,448.0%
+4,565.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.7% |
| 1Y | +13.0% | +57.9% | -44.9% | +7.8% |
| 3Y | +133.2% | +28.9% | +104.2% | +123.5% |
| 5Y | +87.8% | -31.4% | +119.2% | +87.9% |
| 10Y | +17.0% | +301.0% | -284.0% | -1.3% |
| All | +6,013.5% | +1,448.0% | +4,565.5% | +5,518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling