-35.9%
AAL vs INCY
+69.9%
-105.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -1.3% | -2.2% | +0.9% | -0.5% |
| 30D | -13.7% | +3.7% | -17.4% | -15.1% |
| 3M | -8.2% | +22.1% | -30.2% | -15.8% |
| 6M | +13.1% | +29.8% | -16.7% | +1.0% |
| YTD | -15.6% | +27.6% | -43.2% | -24.4% |
| 1Y | +1.4% | +47.2% | -45.8% | -14.7% |
| 3Y | -7.4% | +97.0% | -104.4% | -32.9% |
| 5Y | -35.9% | +73.4% | -109.3% | -52.1% |
| All | -35.9% | +69.9% | -105.8% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling