-27.8%
AAL vs INCY
+1,610.5%
-1,638.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -3.7% | +1.9% | -5.7% | -4.4% |
| 30D | -20.8% | +5.8% | -26.6% | -22.5% |
| 3M | -1.3% | +25.2% | -26.5% | -9.3% |
| 6M | +5.4% | +28.2% | -22.8% | -4.1% |
| YTD | -14.4% | +28.3% | -42.7% | -22.3% |
| 1Y | +2.1% | +48.3% | -46.3% | -12.3% |
| 3Y | -10.6% | +95.9% | -106.5% | -31.7% |
| 5Y | -32.2% | +66.6% | -98.8% | -45.9% |
| 10Y | -62.7% | +54.5% | -117.2% | -73.7% |
| All | -27.8% | +1,610.5% | -1,638.4% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling