+128.1%
DAL vs INCY
+27.4%
+100.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.8% |
| 7D | +10.0% | +1.5% | +8.5% | +9.7% |
| 30D | +12.0% | +8.1% | +4.0% | +9.9% |
| 3M | +0.8% | +1.1% | -0.3% | +0.4% |
| 6M | +26.2% | +23.7% | +2.5% | +19.2% |
| YTD | +33.7% | +23.4% | +10.3% | +26.2% |
| 1Y | +57.6% | +15.0% | +42.6% | +51.0% |
| 3Y | +183.5% | +132.1% | +51.4% | +128.6% |
| 5Y | +114.2% | +83.2% | +31.0% | +81.1% |
| 10Y | +128.1% | +17.1% | +111.1% | +92.4% |
| All | +128.1% | +27.4% | +100.7% | +92.4% |
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