+29.8%
INCY vs DOC
+15.7%
+14.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -0.6% | +6.5% | -7.1% | -1.9% |
| 30D | +5.5% | +9.2% | -3.7% | +3.5% |
| 3M | +1.1% | -2.5% | +3.6% | +1.6% |
| 6M | +19.8% | +7.1% | +12.8% | +18.1% |
| YTD | +21.1% | +33.0% | -11.9% | +13.7% |
| 1Y | +13.7% | +23.3% | -9.5% | +8.4% |
| 3Y | +119.3% | +44.9% | +74.3% | +100.7% |
| 5Y | +76.3% | -21.6% | +97.9% | +79.9% |
| All | +29.8% | +15.7% | +14.1% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling