+417.3%
LIN vs INCY
+27.4%
+389.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +7.6% | +8.1% | -0.5% | +6.1% |
| 3M | +6.5% | +1.1% | +5.4% | +6.1% |
| 6M | +6.2% | +23.7% | -17.5% | +1.8% |
| YTD | +23.2% | +23.4% | -0.2% | +17.7% |
| 1Y | +25.4% | +15.0% | +10.4% | +21.2% |
| 3Y | +38.3% | +132.1% | -93.8% | +15.0% |
| 5Y | +64.4% | +83.2% | -18.8% | +41.9% |
| 10Y | +417.3% | +17.1% | +400.3% | +351.4% |
| All | +417.3% | +27.4% | +389.9% | +351.4% |
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