+4,770.1%
DELL vs INCY
+59.0%
+4,711.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.2% |
| 7D | +25.6% | -0.5% | +26.1% | +25.8% |
| 30D | +17.7% | +3.2% | +14.5% | +16.8% |
| 3M | +33.4% | +23.6% | +9.8% | +26.5% |
| 6M | +266.2% | +29.7% | +236.5% | +242.3% |
| YTD | +328.0% | +25.9% | +302.0% | +301.8% |
| 1Y | +339.6% | +43.7% | +295.9% | +298.9% |
| 3Y | +694.6% | +94.4% | +600.2% | +556.0% |
| 5Y | +1,122.0% | +68.0% | +1,054.0% | +935.6% |
| 10Y | +4,062.5% | +52.5% | +4,009.9% | +3,411.4% |
| All | +4,770.1% | +59.0% | +4,711.1% | +3,969.9% |
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 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