+13.7%
INCY vs LDOS
-31.2%
+44.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | -0.6% | -7.2% | +6.6% | +0.4% |
| 30D | +5.5% | +16.8% | -11.4% | +3.3% |
| 3M | +1.1% | -1.6% | +2.7% | +1.2% |
| 6M | +19.8% | -1.0% | +20.8% | +18.8% |
| YTD | +21.1% | -25.8% | +46.9% | +24.1% |
| 1Y | +13.7% | -31.1% | +44.8% | +15.8% |
| All | +13.7% | -31.2% | +44.9% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling