+95.6%
INCY vs DD
+42.2%
+53.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.8% |
| 7D | -2.2% | -3.8% | +1.6% | -1.4% |
| 30D | +3.7% | -9.2% | +12.9% | +5.7% |
| 3M | +22.1% | -9.0% | +31.1% | +24.3% |
| 6M | +29.8% | -5.0% | +34.7% | +30.3% |
| YTD | +27.6% | +7.4% | +20.2% | +23.5% |
| 1Y | +47.2% | +35.1% | +12.1% | +34.2% |
| All | +95.6% | +42.2% | +53.5% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling