+32.4%
DLTR vs INCY
+69.3%
-36.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -10.1% | -4.2% | -5.9% | -9.2% |
| 30D | -8.1% | +0.6% | -8.7% | -8.3% |
| 3M | +2.9% | +12.6% | -9.8% | -0.4% |
| 6M | +4.3% | +28.3% | -24.0% | -2.2% |
| YTD | -3.9% | +23.0% | -26.9% | -9.2% |
| 1Y | +18.9% | +41.0% | -22.1% | +8.7% |
| 3Y | +1.9% | +88.6% | -86.7% | -14.9% |
| All | +32.4% | +69.3% | -36.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling