+16.0%
INCY vs LII
+166.1%
-150.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +12.0% | -0.6% | +12.6% | +12.0% |
| 3M | +0.8% | -17.0% | +17.8% | +4.3% |
| 6M | +22.8% | -31.1% | +53.9% | +30.7% |
| YTD | +23.2% | -27.7% | +50.9% | +29.0% |
| 1Y | +12.4% | -26.2% | +38.6% | +17.1% |
| 3Y | +132.1% | -9.6% | +141.7% | +123.8% |
| 5Y | +85.5% | +15.7% | +69.8% | +63.4% |
| All | +16.0% | +166.1% | -150.1% | -23.2% |
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