+358.3%
DELL vs INCY
+41.2%
+317.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.4% | +11.9% |
| 7D | +8.2% | -4.2% | +12.4% | +8.1% |
| 30D | +17.1% | +0.6% | +16.5% | +17.3% |
| 3M | +45.2% | +12.6% | +32.5% | +44.4% |
| 6M | +286.8% | +28.3% | +258.4% | +278.8% |
| YTD | +354.8% | +23.0% | +331.8% | +346.1% |
| 1Y | +358.3% | +41.0% | +317.3% | +336.8% |
| All | +358.3% | +41.2% | +317.0% | +336.8% |
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