+61.9%
LIN vs INCY
+67.3%
-5.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | -2.4% | +5.8% | -8.2% | -3.3% |
| 3M | -5.6% | +25.2% | -30.8% | -8.9% |
| 6M | -3.4% | +28.2% | -31.6% | -7.2% |
| YTD | +13.1% | +28.3% | -15.2% | +8.3% |
| 1Y | +2.5% | +48.3% | -45.9% | -4.5% |
| 3Y | +27.6% | +95.9% | -68.3% | +11.3% |
| All | +61.9% | +67.3% | -5.4% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling