+2,356.9%
INCY vs LDOS
+495.0%
+1,861.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.4% |
| 7D | -0.6% | -7.2% | +6.6% | +2.6% |
| 30D | +5.5% | +16.8% | -11.4% | -1.8% |
| 3M | +1.1% | -1.6% | +2.7% | +1.1% |
| 6M | +19.8% | -1.0% | +20.8% | +18.5% |
| YTD | +21.1% | -25.8% | +46.9% | +34.5% |
| 1Y | +13.7% | -31.1% | +44.8% | +30.5% |
| 3Y | +119.3% | +32.8% | +86.5% | +78.6% |
| 5Y | +76.3% | +49.4% | +26.9% | +31.8% |
| 10Y | +36.6% | +253.9% | -217.2% | -41.7% |
| All | +2,356.9% | +495.0% | +1,861.9% | +598.2% |
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