+23,734.5%
LLY vs INCY
+6,400.8%
+17,333.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | +0.1% | +1.5% | -1.5% | -0.1% |
| 30D | +19.7% | +8.1% | +11.7% | +18.8% |
| 3M | +19.3% | +1.1% | +18.1% | +19.1% |
| 6M | +49.3% | +23.7% | +25.7% | +46.1% |
| YTD | +32.0% | +23.4% | +8.6% | +29.1% |
| 1Y | +53.7% | +15.0% | +38.7% | +51.3% |
| 3Y | +143.7% | +132.1% | +11.7% | +122.0% |
| 5Y | +463.9% | +83.2% | +380.7% | +424.2% |
| 10Y | +2,006.3% | +17.1% | +1,989.3% | +1,899.8% |
| All | +23,734.5% | +6,400.8% | +17,333.7% | +12,508.0% |
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