+46.3%
LLY vs INCY
+15.3%
+31.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +1.4% | -0.5% | +1.8% | +1.6% |
| 30D | +21.5% | +9.8% | +11.7% | +17.1% |
| 3M | +18.5% | +1.0% | +17.5% | +17.7% |
| 6M | +49.1% | +21.9% | +27.2% | +38.6% |
| YTD | +34.4% | +23.8% | +10.6% | +24.2% |
| 1Y | +46.3% | +13.0% | +33.3% | +36.9% |
| All | +46.3% | +15.3% | +31.0% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling