+351.3%
DAL vs INCY
+1,512.6%
-1,161.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | -13.9% | +5.8% | -19.7% | -15.5% |
| 3M | +1.1% | +25.2% | -24.1% | -6.0% |
| 6M | +26.2% | +28.2% | -2.0% | +16.5% |
| YTD | +16.4% | +28.3% | -11.9% | +7.1% |
| 1Y | +33.9% | +48.3% | -14.5% | +17.4% |
| 3Y | +93.4% | +95.9% | -2.6% | +53.1% |
| 5Y | +106.4% | +66.6% | +39.8% | +69.4% |
| 10Y | +143.0% | +54.5% | +88.4% | +81.7% |
| All | +351.3% | +1,512.6% | -1,161.3% | -4.2% |
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