+1,580.3%
LLY vs INCY
+56.1%
+1,524.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -3.1% | -2.2% | -0.9% | -2.6% |
| 30D | -8.6% | +3.7% | -12.3% | -9.4% |
| 3M | -1.6% | +22.1% | -23.7% | -6.4% |
| 6M | +11.8% | +29.8% | -17.9% | +4.7% |
| YTD | +5.1% | +27.6% | -22.5% | -1.2% |
| 1Y | +50.7% | +47.2% | +3.5% | +36.8% |
| 3Y | +95.7% | +97.0% | -1.3% | +62.4% |
| 5Y | +390.2% | +73.4% | +316.8% | +315.0% |
| 10Y | +1,580.3% | +59.2% | +1,521.1% | +1,217.7% |
| All | +1,580.3% | +56.1% | +1,524.2% | +1,217.7% |
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 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