+10,793.3%
LIN vs INCY
+6,316.0%
+4,477.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +2.0% | +2.3% | -0.3% | +1.8% |
| 30D | +7.9% | +6.7% | +1.2% | +7.2% |
| 3M | +6.3% | -1.0% | +7.3% | +6.3% |
| 6M | +6.5% | +22.1% | -15.6% | +4.4% |
| YTD | +23.6% | +21.8% | +1.8% | +20.9% |
| 1Y | +25.7% | +13.5% | +12.2% | +23.7% |
| 3Y | +35.6% | +129.4% | -93.8% | +24.2% |
| 5Y | +65.9% | +84.0% | -18.1% | +54.5% |
| 10Y | +412.1% | +14.9% | +397.2% | +385.5% |
| All | +10,793.3% | +6,316.0% | +4,477.3% | +5,897.7% |
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