+50.5%
DAL vs INCY
+11.4%
+39.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | +8.8% | -0.6% | +9.4% | +9.1% |
| 30D | +5.4% | +5.5% | -0.1% | +3.6% |
| 3M | -4.9% | +1.1% | -6.0% | -5.5% |
| 6M | +19.8% | +19.8% | 0.0% | +10.9% |
| YTD | +27.0% | +21.1% | +5.9% | +16.2% |
| All | +50.5% | +11.4% | +39.1% | +40.4% |
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 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