+173.8%
DAL vs INCY
+116.8%
+57.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.5% |
| 3M | -4.9% | +1.1% | -6.0% | -5.6% |
| 6M | +19.8% | +19.8% | 0.0% | +11.3% |
| YTD | +27.0% | +21.1% | +5.9% | +17.1% |
| 1Y | +52.5% | +13.7% | +38.7% | +43.3% |
| 3Y | +173.8% | +119.3% | +54.6% | +101.1% |
| All | +173.8% | +116.8% | +57.1% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling