-68.6%
AAL vs INCY
+15.3%
-83.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | +11.7% | +8.4% | +3.3% | +9.6% |
| 3M | -12.5% | +0.4% | -12.9% | -12.7% |
| 6M | +3.6% | +22.4% | -18.8% | -1.9% |
| YTD | -14.1% | +22.5% | -36.6% | -18.8% |
| 1Y | +0.8% | +14.8% | -14.0% | -3.4% |
| 3Y | +11.8% | +127.7% | -115.9% | -9.4% |
| 5Y | -35.1% | +84.4% | -119.5% | -44.9% |
| All | -68.6% | +15.3% | -83.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling