+85.6%
INCY vs LDOS
+48.3%
+37.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | +8.4% | +8.2% | +0.2% | +6.2% |
| 3M | +0.4% | -8.2% | +8.5% | +2.3% |
| 6M | +22.4% | +5.8% | +16.6% | +19.7% |
| YTD | +22.5% | -27.0% | +49.4% | +31.4% |
| 1Y | +14.8% | -31.0% | +45.7% | +25.2% |
| 3Y | +127.7% | +29.3% | +98.4% | +101.5% |
| All | +85.6% | +48.3% | +37.3% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling