+43.4%
DLTR vs INCY
+54.2%
-10.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -10.1% | -4.2% | -5.9% | -9.4% |
| 30D | -8.1% | +0.6% | -8.7% | -8.2% |
| 3M | +2.9% | +12.6% | -9.8% | +0.7% |
| 6M | +4.3% | +28.3% | -24.0% | -0.2% |
| YTD | -3.9% | +23.0% | -26.9% | -7.5% |
| 1Y | +18.9% | +41.0% | -22.1% | +11.9% |
| 3Y | +1.9% | +88.6% | -86.7% | -9.5% |
| 5Y | +31.0% | +70.8% | -39.8% | +17.4% |
| All | +43.4% | +54.2% | -10.8% | +21.8% |
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 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