+103.0%
LEN vs INCY
+54.2%
+48.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -4.8% | -4.2% | -0.6% | -3.7% |
| 30D | -6.6% | +0.6% | -7.2% | -6.7% |
| 3M | -15.7% | +12.6% | -28.3% | -18.3% |
| 6M | -16.6% | +28.3% | -45.0% | -21.9% |
| YTD | -21.3% | +23.0% | -44.3% | -25.9% |
| 1Y | -42.0% | +41.0% | -83.0% | -47.4% |
| 3Y | -27.9% | +88.6% | -116.5% | -40.8% |
| 5Y | -10.7% | +70.8% | -81.5% | -25.3% |
| All | +103.0% | +54.2% | +48.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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