+68.0%
INCY vs LII
+25.8%
+42.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -0.5% | +2.1% | -2.6% | -0.8% |
| 30D | +3.2% | -12.4% | +15.6% | +5.1% |
| 3M | +23.6% | -24.8% | +48.4% | +27.9% |
| 6M | +29.7% | -25.2% | +54.8% | +33.8% |
| YTD | +25.9% | -20.3% | +46.2% | +28.5% |
| 1Y | +43.7% | -32.9% | +76.7% | +50.2% |
| 3Y | +94.4% | +2.0% | +92.4% | +86.7% |
| 5Y | +68.0% | +24.4% | +43.5% | +38.8% |
| All | +68.0% | +25.8% | +42.2% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling