+10,053.0%
DLTR vs INCY
+2,982.0%
+7,071.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -9.4% | -3.7% | -5.8% | -9.1% |
| 30D | -7.3% | +1.8% | -9.2% | -7.5% |
| 3M | +7.6% | +17.0% | -9.4% | +5.6% |
| 6M | +1.6% | +28.4% | -26.8% | -1.5% |
| YTD | -3.5% | +24.8% | -28.4% | -6.2% |
| 1Y | +20.0% | +42.9% | -22.9% | +14.9% |
| 3Y | +2.3% | +92.7% | -90.4% | -6.1% |
| 5Y | +31.5% | +73.3% | -41.8% | +21.6% |
| 10Y | +45.4% | +55.8% | -10.4% | +31.4% |
| All | +10,053.0% | +2,982.0% | +7,071.0% | +4,140.8% |
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 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