+99.8%
INCY vs LII
+6.0%
+93.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +5.8% | -12.6% | +18.4% | +7.4% |
| 3M | +25.2% | -24.4% | +49.6% | +28.5% |
| 6M | +28.2% | -28.7% | +56.9% | +32.0% |
| YTD | +28.3% | -19.1% | +47.5% | +30.1% |
| 1Y | +48.3% | -29.7% | +78.1% | +52.6% |
| All | +99.8% | +6.0% | +93.8% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling