+48.3%
INCY vs DTE
+3.0%
+45.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +5.8% | -2.6% | +8.4% | +5.9% |
| 3M | +25.2% | -3.9% | +29.1% | +26.0% |
| 6M | +28.2% | -7.9% | +36.1% | +28.7% |
| YTD | +28.3% | +7.2% | +21.1% | +31.0% |
| 1Y | +48.3% | +3.1% | +45.3% | +54.6% |
| All | +48.3% | +3.0% | +45.3% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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