+25.7%
ODFL vs INCY
+45.3%
-19.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -6.3% | +1.9% | -8.2% | -6.6% |
| 30D | -13.6% | +5.8% | -19.4% | -14.6% |
| 3M | -24.2% | +25.2% | -49.4% | -27.4% |
| 6M | -13.8% | +28.2% | -42.0% | -18.3% |
| YTD | +19.0% | +28.3% | -9.3% | +12.6% |
| 1Y | +25.7% | +48.3% | -22.7% | +17.2% |
| All | +25.7% | +45.3% | -19.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling