-12.3%
LUV vs INCY
+69.3%
-81.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | -1.0% | -4.2% | +3.2% | +0.3% |
| 30D | -12.4% | +0.6% | -12.9% | -12.6% |
| 3M | -11.0% | +12.6% | -23.6% | -14.6% |
| 6M | -5.0% | +28.3% | -33.3% | -12.4% |
| YTD | -3.8% | +23.0% | -26.8% | -10.5% |
| 1Y | +25.9% | +41.0% | -15.1% | +12.0% |
| 3Y | +42.2% | +88.6% | -46.3% | +11.5% |
| All | -12.3% | +69.3% | -81.6% | -30.5% |
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