+458.3%
LLY vs INCY
+81.8%
+376.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.8% |
| 7D | +0.1% | +1.5% | -1.5% | -0.3% |
| 30D | +19.7% | +8.1% | +11.7% | +17.3% |
| 3M | +19.3% | +1.1% | +18.1% | +18.9% |
| 6M | +49.3% | +23.7% | +25.7% | +41.5% |
| YTD | +32.0% | +23.4% | +8.6% | +24.9% |
| 1Y | +53.7% | +15.0% | +38.7% | +47.6% |
| 3Y | +143.7% | +132.1% | +11.7% | +94.6% |
| All | +458.3% | +81.8% | +376.5% | +372.8% |
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