+22,720.7%
ODFL vs INCY
+6,534.7%
+16,186.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | -13.4% | +3.2% | -16.6% | -13.7% |
| 3M | -24.2% | +23.6% | -47.8% | -25.8% |
| 6M | -3.3% | +29.7% | -33.0% | -5.8% |
| YTD | +19.8% | +25.9% | -6.2% | +16.9% |
| 1Y | +24.5% | +43.7% | -19.2% | +19.9% |
| 3Y | -9.6% | +94.4% | -104.1% | -16.0% |
| 5Y | +28.0% | +68.0% | -39.9% | +20.3% |
| 10Y | +735.3% | +52.5% | +682.7% | +676.5% |
| All | +22,720.7% | +6,534.7% | +16,186.0% | +17,108.0% |
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