+73.3%
INCY vs DD
+57.4%
+16.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -3.7% | -2.9% | -0.8% | -3.1% |
| 30D | +1.8% | -11.5% | +13.3% | +4.4% |
| 3M | +17.0% | -5.4% | +22.4% | +18.1% |
| 6M | +28.4% | -6.9% | +35.3% | +29.6% |
| YTD | +24.8% | +6.9% | +17.9% | +21.5% |
| 1Y | +42.9% | +35.6% | +7.3% | +31.6% |
| 3Y | +92.7% | +42.5% | +50.1% | +71.7% |
| 5Y | +73.3% | +58.5% | +14.9% | +48.9% |
| All | +73.3% | +57.4% | +16.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling