+49.7%
INCY vs DD
+66.6%
-16.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -4.2% | -3.5% | -0.7% | -3.3% |
| 30D | +0.6% | -11.7% | +12.2% | +3.8% |
| 3M | +12.6% | -9.2% | +21.9% | +15.3% |
| 6M | +28.3% | -7.2% | +35.5% | +29.9% |
| YTD | +23.0% | +6.6% | +16.4% | +19.4% |
| 1Y | +41.0% | +32.0% | +9.0% | +28.8% |
| 3Y | +88.6% | +42.1% | +46.5% | +65.3% |
| 5Y | +70.8% | +58.1% | +12.7% | +41.5% |
| All | +49.7% | +66.6% | -16.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling