+185.8%
LMT vs INCY
+54.2%
+131.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.0% |
| 7D | -0.2% | -4.2% | +4.0% | +0.2% |
| 30D | -13.1% | +0.6% | -13.6% | -13.2% |
| 3M | -3.9% | +12.6% | -16.5% | -5.4% |
| 6M | -18.3% | +28.3% | -46.6% | -20.8% |
| YTD | +10.3% | +23.0% | -12.6% | +7.2% |
| 1Y | +14.2% | +41.0% | -26.7% | +8.9% |
| 3Y | +35.0% | +88.6% | -53.6% | +22.3% |
| 5Y | +73.2% | +70.8% | +2.4% | +57.7% |
| All | +185.8% | +54.2% | +131.6% | +140.1% |
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