+17.1%
INCY vs LDOS
+262.7%
-245.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.1% |
| 7D | +1.5% | -5.8% | +7.4% | +3.4% |
| 30D | +8.1% | +11.6% | -3.5% | +4.2% |
| 3M | +1.1% | -1.0% | +2.1% | +1.0% |
| 6M | +23.7% | +5.1% | +18.6% | +20.5% |
| YTD | +23.4% | -24.0% | +47.5% | +32.7% |
| 1Y | +15.0% | -30.3% | +45.3% | +27.3% |
| 3Y | +132.1% | +37.0% | +95.1% | +97.5% |
| 5Y | +83.2% | +53.4% | +29.9% | +46.9% |
| 10Y | +17.1% | +252.0% | -234.9% | -37.0% |
| All | +17.1% | +262.7% | -245.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling