+9,870.3%
LIN vs INCY
+6,660.0%
+3,210.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -2.4% | +5.8% | -8.2% | -3.0% |
| 3M | -5.6% | +25.2% | -30.8% | -7.6% |
| 6M | -3.4% | +28.2% | -31.6% | -5.7% |
| YTD | +13.1% | +28.3% | -15.2% | +10.2% |
| 1Y | +2.5% | +48.3% | -45.9% | -1.6% |
| 3Y | +27.6% | +95.9% | -68.3% | +18.6% |
| 5Y | +63.0% | +66.6% | -3.5% | +53.0% |
| 10Y | +359.3% | +54.5% | +304.7% | +324.3% |
| All | +9,870.3% | +6,660.0% | +3,210.3% | +5,366.7% |
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