+17.9%
LMT vs INCY
+45.3%
-27.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | -6.3% | +1.9% | -8.2% | -6.3% |
| 30D | -8.5% | +5.8% | -14.3% | -8.5% |
| 3M | +1.8% | +25.2% | -23.4% | +1.7% |
| 6M | -19.9% | +28.2% | -48.2% | -20.2% |
| YTD | +10.6% | +28.3% | -17.8% | +10.2% |
| 1Y | +17.9% | +48.3% | -30.4% | +18.2% |
| All | +17.9% | +45.3% | -27.3% | +18.2% |
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