+49.7%
INCY vs LII
+165.8%
-116.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -4.2% | -6.3% | +2.1% | -2.9% |
| 30D | +0.6% | -13.0% | +13.6% | +3.4% |
| 3M | +12.6% | -29.0% | +41.7% | +19.6% |
| 6M | +28.3% | -27.7% | +56.0% | +35.1% |
| YTD | +23.0% | -24.2% | +47.2% | +27.9% |
| 1Y | +41.0% | -34.8% | +75.8% | +50.9% |
| 3Y | +88.6% | -4.2% | +92.8% | +79.7% |
| 5Y | +70.8% | +20.9% | +49.9% | +49.3% |
| All | +49.7% | +165.8% | -116.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling