+392.2%
DAL vs INCY
+1,422.3%
-1,030.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -4.9% | +1.1% | -6.0% | -5.5% |
| 6M | +19.8% | +19.8% | 0.0% | +12.6% |
| YTD | +27.0% | +21.1% | +5.9% | +18.8% |
| 1Y | +52.5% | +13.7% | +38.7% | +45.1% |
| 3Y | +173.8% | +119.3% | +54.6% | +109.6% |
| 5Y | +104.5% | +76.3% | +28.2% | +65.7% |
| 10Y | +129.7% | +36.6% | +93.1% | +79.1% |
| All | +392.2% | +1,422.3% | -1,030.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling