+85.6%
INCY vs DD
+67.2%
+18.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.1% | +5.0% | -3.9% | 0.0% |
| 30D | +8.4% | +19.7% | -11.3% | +4.0% |
| 3M | +0.4% | +7.2% | -6.8% | -1.4% |
| 6M | +22.4% | +1.0% | +21.4% | +21.6% |
| YTD | +22.5% | +29.1% | -6.6% | +13.8% |
| 1Y | +14.8% | +28.5% | -13.7% | +6.7% |
| 3Y | +127.7% | +89.4% | +38.3% | +87.9% |
| All | +85.6% | +67.2% | +18.3% | +46.6% |
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