+6,237.5%
INCY vs DAR
+1,762.6%
+4,474.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.9% | +1.4% | +0.6% | +1.8% |
| 30D | +5.8% | +12.8% | -7.0% | +4.6% |
| 3M | +25.2% | +7.4% | +17.8% | +24.1% |
| 6M | +28.2% | +22.3% | +5.9% | +25.5% |
| YTD | +28.3% | +81.1% | -52.8% | +21.2% |
| 1Y | +48.3% | +106.5% | -58.1% | +38.2% |
| 3Y | +95.9% | +5.3% | +90.6% | +91.3% |
| 5Y | +66.6% | -11.5% | +78.1% | +63.2% |
| 10Y | +54.5% | +353.3% | -298.8% | +29.2% |
| All | +6,237.5% | +1,762.6% | +4,474.9% | +5,639.3% |
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 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