+3,307.2%
LEN vs INCY
+6,351.7%
-3,044.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | +13.7% | +8.4% | +5.3% | +12.2% |
| 3M | -3.9% | +0.4% | -4.2% | -3.9% |
| 6M | -0.4% | +22.4% | -22.8% | -4.0% |
| YTD | -16.8% | +22.5% | -39.3% | -20.1% |
| 1Y | -29.5% | +14.8% | -44.3% | -31.6% |
| 3Y | -25.6% | +127.7% | -153.3% | -36.8% |
| 5Y | -13.2% | +84.4% | -97.6% | -23.9% |
| 10Y | +138.5% | +15.7% | +122.7% | +117.5% |
| All | +3,307.2% | +6,351.7% | -3,044.5% | +1,099.6% |
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