+19.4%
INCY vs DOC
+21.8%
-2.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.6% |
| 7D | +5.1% | +8.7% | -3.6% | +2.7% |
| 30D | +7.6% | +7.6% | 0.0% | +5.3% |
| 3M | +1.9% | -5.3% | +7.1% | +3.1% |
| 6M | +26.5% | +27.6% | -1.1% | +21.4% |
| YTD | +24.4% | +32.4% | -8.0% | +17.7% |
| 1Y | +19.4% | +22.9% | -3.5% | +15.9% |
| All | +19.4% | +21.8% | -2.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling