+3,284.0%
LEN vs INCY
+6,660.0%
-3,376.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -3.2% | +1.9% | -5.1% | -3.5% |
| 30D | -4.9% | +5.8% | -10.7% | -5.8% |
| 3M | -8.5% | +25.2% | -33.7% | -12.1% |
| 6M | -20.7% | +28.2% | -48.9% | -24.2% |
| YTD | -17.4% | +28.3% | -45.7% | -21.3% |
| 1Y | -38.2% | +48.3% | -86.6% | -42.8% |
| 3Y | -24.9% | +95.9% | -120.8% | -34.6% |
| 5Y | -11.4% | +66.6% | -78.0% | -21.1% |
| 10Y | +110.0% | +54.5% | +55.5% | +81.8% |
| All | +3,284.0% | +6,660.0% | -3,376.0% | +1,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling