+5,948.5%
INCY vs DAR
+1,499.7%
+4,448.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +1.1% | +11.6% | -10.5% | +0.1% |
| 30D | +8.4% | -10.2% | +18.7% | +9.4% |
| 3M | +0.4% | -14.8% | +15.2% | +1.6% |
| 6M | +22.4% | -10.1% | +32.5% | +23.1% |
| YTD | +22.5% | +55.5% | -33.1% | +17.1% |
| 1Y | +14.8% | +61.7% | -46.9% | +9.3% |
| 3Y | +127.7% | +37.2% | +90.6% | +117.1% |
| 5Y | +84.4% | -26.9% | +111.3% | +83.4% |
| 10Y | +15.7% | +314.4% | -298.7% | -2.6% |
| All | +5,948.5% | +1,499.7% | +4,448.8% | +5,442.6% |
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