+319.1%
DELL vs INCY
+45.3%
+273.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +14.9% | +1.9% | +13.0% | +14.9% |
| 30D | +13.3% | +5.8% | +7.5% | +13.6% |
| 3M | +24.4% | +25.2% | -0.8% | +23.1% |
| 6M | +258.0% | +28.2% | +229.8% | +253.7% |
| YTD | +320.2% | +28.3% | +291.9% | +312.2% |
| 1Y | +319.1% | +48.3% | +270.7% | +294.1% |
| All | +319.1% | +45.3% | +273.8% | +294.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling