+98.5%
DAL vs INCY
+95.5%
+3.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | -13.9% | +5.8% | -19.7% | -15.7% |
| 3M | +1.1% | +25.2% | -24.1% | -7.3% |
| 6M | +26.2% | +28.2% | -2.0% | +14.5% |
| YTD | +16.4% | +28.3% | -11.9% | +5.3% |
| 1Y | +33.9% | +48.3% | -14.5% | +14.4% |
| All | +98.5% | +95.5% | +3.0% | +44.4% |
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 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