+104.3%
DAL vs INCY
+15.3%
+89.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +12.8% | +8.4% | +4.4% | +10.7% |
| 3M | -5.3% | +0.4% | -5.6% | -5.5% |
| 6M | +22.4% | +22.4% | -0.1% | +15.9% |
| YTD | +25.6% | +22.5% | +3.1% | +18.8% |
| 1Y | +45.5% | +14.8% | +30.7% | +39.5% |
| 3Y | +161.0% | +127.7% | +33.2% | +111.4% |
| 5Y | +112.2% | +84.4% | +27.9% | +79.3% |
| All | +104.3% | +15.3% | +89.0% | +72.4% |
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