+61.5%
INCY vs DUOL
-1.5%
+63.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.5% |
| 7D | -2.2% | -11.8% | +9.6% | -1.6% |
| 30D | +3.7% | +1.5% | +2.2% | +3.5% |
| 3M | +22.1% | +18.1% | +3.9% | +21.0% |
| 6M | +29.8% | +38.7% | -8.9% | +27.5% |
| YTD | +27.6% | -20.7% | +48.2% | +28.3% |
| 1Y | +47.2% | -49.1% | +96.3% | +50.6% |
| 3Y | +97.0% | -11.0% | +108.0% | +90.5% |
| 5Y | +73.4% | -18.0% | +91.3% | +59.9% |
| All | +61.5% | -1.5% | +63.1% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling