-29.5%
LEN vs INCY
+92.5%
-122.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.1% |
| 7D | -7.8% | -3.7% | -4.1% | -7.1% |
| 30D | -11.0% | +1.8% | -12.8% | -11.3% |
| 3M | -12.8% | +17.0% | -29.8% | -15.1% |
| 6M | -20.2% | +28.4% | -48.6% | -23.6% |
| YTD | -23.0% | +24.8% | -47.8% | -26.4% |
| 1Y | -41.8% | +42.9% | -84.7% | -45.9% |
| All | -29.5% | +92.5% | -122.0% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling