+863.1%
INCY vs LII
+2,796.3%
-1,933.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +1.5% | -1.2% | +2.7% | +2.1% |
| 30D | +8.1% | -2.0% | +10.0% | +8.5% |
| 3M | +1.1% | -20.2% | +21.3% | +10.3% |
| 6M | +23.7% | -32.5% | +56.2% | +41.6% |
| YTD | +23.4% | -27.4% | +50.8% | +35.1% |
| 1Y | +15.0% | -28.2% | +43.2% | +26.3% |
| 3Y | +132.1% | -7.2% | +139.3% | +114.7% |
| 5Y | +83.2% | +19.9% | +63.3% | +43.2% |
| 10Y | +17.1% | +168.6% | -151.6% | -43.2% |
| All | +863.1% | +2,796.3% | -1,933.2% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling