+13.5%
INCY vs LDOS
-29.6%
+43.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | +6.7% | +12.8% | -6.1% | +4.9% |
| 3M | -1.0% | -1.0% | 0.0% | -1.0% |
| 6M | +22.1% | +6.2% | +15.9% | +19.9% |
| YTD | +21.8% | -23.2% | +45.0% | +24.1% |
| 1Y | +13.5% | -29.5% | +43.0% | +14.9% |
| All | +13.5% | -29.6% | +43.2% | +14.9% |
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