+2,502.7%
INCY vs LDOS
+494.7%
+2,007.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +1.9% | -5.4% | +7.3% | +4.4% |
| 30D | +5.8% | +4.9% | +0.9% | +3.1% |
| 3M | +25.2% | +7.2% | +18.0% | +20.2% |
| 6M | +28.2% | -24.2% | +52.5% | +43.2% |
| YTD | +28.3% | -25.8% | +54.1% | +43.2% |
| 1Y | +48.3% | -24.7% | +73.1% | +63.8% |
| 3Y | +95.9% | +39.3% | +56.7% | +56.4% |
| 5Y | +66.6% | +43.3% | +23.3% | +27.5% |
| 10Y | +54.5% | +278.6% | -224.0% | -36.6% |
| All | +2,502.7% | +494.7% | +2,007.9% | +643.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling