-4.5%
LHX vs INCY
+45.3%
-49.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -2.4% | +1.9% | -4.3% | -2.6% |
| 30D | -10.4% | +5.8% | -16.2% | -10.9% |
| 3M | -16.9% | +25.2% | -42.1% | -18.7% |
| 6M | -29.9% | +28.2% | -58.1% | -31.8% |
| YTD | -12.0% | +28.3% | -40.3% | -14.7% |
| 1Y | -4.5% | +48.3% | -52.9% | -7.6% |
| All | -4.5% | +45.3% | -49.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling