+647.9%
LUV vs INCY
+6,620.5%
-5,972.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.7% | -2.2% | +2.8% | +0.9% |
| 30D | -13.4% | +3.7% | -17.1% | -13.8% |
| 3M | -9.6% | +22.1% | -31.7% | -11.8% |
| 6M | -8.9% | +29.8% | -38.7% | -11.8% |
| YTD | -5.2% | +27.6% | -32.7% | -8.0% |
| 1Y | +27.0% | +47.2% | -20.2% | +21.0% |
| 3Y | +39.6% | +97.0% | -57.3% | +27.9% |
| 5Y | -14.4% | +73.4% | -87.8% | -20.8% |
| 10Y | +17.3% | +59.2% | -42.0% | +6.1% |
| All | +647.9% | +6,620.5% | -5,972.6% | +297.8% |
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