+4,404.4%
DELL vs INCY
+54.2%
+4,350.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.4% | +12.3% |
| 7D | +8.2% | -4.2% | +12.4% | +9.2% |
| 30D | +17.1% | +0.6% | +16.5% | +16.9% |
| 3M | +45.2% | +12.6% | +32.5% | +40.5% |
| 6M | +286.8% | +28.3% | +258.4% | +262.1% |
| YTD | +354.8% | +23.0% | +331.8% | +328.9% |
| 1Y | +358.3% | +41.0% | +317.3% | +317.3% |
| 3Y | +724.9% | +88.6% | +636.3% | +584.9% |
| 5Y | +1,193.7% | +70.8% | +1,122.9% | +990.6% |
| All | +4,404.4% | +54.2% | +4,350.2% | +3,675.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling