+111.4%
DAL vs INCY
+83.5%
+28.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | +12.8% | +8.4% | +4.4% | +9.6% |
| 3M | -5.3% | +0.4% | -5.6% | -5.7% |
| 6M | +22.4% | +22.4% | -0.1% | +12.3% |
| YTD | +25.6% | +22.5% | +3.1% | +14.9% |
| 1Y | +45.5% | +14.8% | +30.7% | +36.0% |
| 3Y | +161.0% | +127.7% | +33.2% | +81.1% |
| All | +111.4% | +83.5% | +28.0% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling