+67.7%
INCY vs DVA
+46.8%
+20.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -4.2% | -1.3% | -2.8% | -4.1% |
| 30D | +0.6% | 0.0% | +0.6% | +0.6% |
| 3M | +12.6% | -10.9% | +23.6% | +13.6% |
| 6M | +28.3% | +17.3% | +11.0% | +26.5% |
| YTD | +23.0% | +59.8% | -36.8% | +18.0% |
| 1Y | +41.0% | +36.3% | +4.7% | +37.1% |
| 3Y | +88.6% | +88.6% | 0.0% | +78.3% |
| All | +67.7% | +46.8% | +20.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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