+6,193.9%
INCY vs DOC
+1,051.1%
+5,142.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +1.0% | +6.2% | -5.2% | -1.5% |
| 30D | +4.7% | +6.5% | -1.8% | +1.8% |
| 3M | -1.5% | -6.2% | +4.7% | +1.1% |
| 6M | +21.1% | +25.6% | -4.5% | +8.9% |
| YTD | +19.5% | +32.1% | -12.6% | +4.8% |
| 1Y | +11.6% | +20.3% | -8.6% | +1.7% |
| 3Y | +115.2% | +42.7% | +72.4% | +77.6% |
| 5Y | +73.9% | -22.2% | +96.1% | +82.6% |
| 10Y | +34.8% | +16.5% | +18.2% | +2.6% |
| All | +6,193.9% | +1,051.1% | +5,142.8% | +1,776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling