+44.6%
DAL vs INCY
+12.6%
+32.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -5.1% |
| 7D | +1.4% | +3.1% | -1.7% | +0.3% |
| 30D | +9.1% | +12.0% | -3.0% | +5.1% |
| 3M | -3.5% | +0.8% | -4.3% | -3.9% |
| 6M | +23.4% | +22.8% | +0.6% | +13.0% |
| YTD | +26.0% | +23.2% | +2.8% | +14.3% |
| 1Y | +44.6% | +12.4% | +32.2% | +35.7% |
| All | +44.6% | +12.6% | +32.0% | +35.7% |
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