-12.6%
LEN vs INCY
+69.5%
-82.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.0% |
| 7D | -7.8% | -3.7% | -4.1% | -6.9% |
| 30D | -11.0% | +1.8% | -12.8% | -11.4% |
| 3M | -12.8% | +17.0% | -29.8% | -16.0% |
| 6M | -20.2% | +28.4% | -48.6% | -24.9% |
| YTD | -23.0% | +24.8% | -47.8% | -27.5% |
| 1Y | -41.8% | +42.9% | -84.7% | -47.3% |
| 3Y | -28.8% | +92.7% | -121.5% | -41.9% |
| 5Y | -12.6% | +73.3% | -85.9% | -26.0% |
| All | -12.6% | +69.5% | -82.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling