+417.5%
LIN vs INCY
+33.7%
+383.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +6.5% | +5.5% | +1.0% | +5.4% |
| 3M | +5.5% | +1.1% | +4.4% | +5.1% |
| 6M | +3.3% | +19.8% | -16.5% | -0.3% |
| YTD | +22.0% | +21.1% | +0.9% | +17.0% |
| 1Y | +25.7% | +13.7% | +12.0% | +21.8% |
| 3Y | +36.2% | +119.3% | -83.0% | +14.7% |
| 5Y | +66.1% | +76.3% | -10.3% | +44.5% |
| All | +417.5% | +33.7% | +383.7% | +345.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling