+6,378.4%
INCY vs DTE
+2,114.6%
+4,263.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -4.2% | -2.6% | -1.6% | -2.9% |
| 30D | +0.6% | -4.4% | +5.0% | +2.7% |
| 3M | +12.6% | -8.3% | +21.0% | +17.3% |
| 6M | +28.3% | -8.1% | +36.4% | +33.0% |
| YTD | +23.0% | +4.4% | +18.6% | +19.3% |
| 1Y | +41.0% | +0.2% | +40.8% | +39.4% |
| 3Y | +88.6% | +42.6% | +46.0% | +53.0% |
| 5Y | +70.8% | +31.5% | +39.3% | +41.4% |
| 10Y | +53.5% | +138.2% | -84.7% | -18.9% |
| All | +6,378.4% | +2,114.6% | +4,263.8% | +921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling