+62.1%
DAL vs INCY
+20.6%
+41.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.5% | +2.7% | +5.6% |
| 7D | +11.1% | +5.1% | +5.9% | +9.2% |
| 30D | +7.7% | +7.6% | +0.1% | +5.0% |
| 3M | -3.5% | +1.9% | -5.4% | -4.4% |
| 6M | +31.3% | +26.5% | +4.8% | +18.3% |
| YTD | +30.0% | +24.4% | +5.6% | +17.0% |
| 1Y | +62.1% | +19.4% | +42.7% | +48.6% |
| All | +62.1% | +20.6% | +41.5% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling