+67.7%
INCY vs DTE
+30.3%
+37.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -4.2% | -2.6% | -1.6% | -3.7% |
| 30D | +0.6% | -4.4% | +5.0% | +1.4% |
| 3M | +12.6% | -8.3% | +21.0% | +14.5% |
| 6M | +28.3% | -8.1% | +36.4% | +30.2% |
| YTD | +23.0% | +4.4% | +18.6% | +21.5% |
| 1Y | +41.0% | +0.2% | +40.8% | +40.5% |
| 3Y | +88.6% | +42.6% | +46.0% | +73.1% |
| All | +67.7% | +30.3% | +37.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling