+13.7%
INCY vs DOC
+20.9%
-7.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -0.6% | +6.5% | -7.1% | -2.3% |
| 30D | +5.5% | +9.2% | -3.7% | +2.9% |
| 3M | +1.1% | -2.5% | +3.6% | +1.6% |
| 6M | +19.8% | +7.1% | +12.8% | +18.9% |
| YTD | +21.1% | +33.0% | -11.9% | +15.2% |
| 1Y | +13.7% | +23.3% | -9.5% | +10.1% |
| All | +13.7% | +20.9% | -7.2% | +10.1% |
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