+67.7%
INCY vs DUOL
-17.6%
+85.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -4.2% | -7.0% | +2.8% | -3.8% |
| 30D | +0.6% | +6.7% | -6.1% | +0.2% |
| 3M | +12.6% | +16.0% | -3.4% | +11.7% |
| 6M | +28.3% | +45.4% | -17.1% | +25.7% |
| YTD | +23.0% | -18.1% | +41.1% | +23.6% |
| 1Y | +41.0% | -53.6% | +94.5% | +45.2% |
| 3Y | +88.6% | -11.0% | +99.6% | +82.1% |
| All | +67.7% | -17.6% | +85.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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