+73.0%
LMT vs INCY
+69.3%
+3.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.1% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | -13.1% | +0.6% | -13.6% | -13.1% |
| 3M | -3.9% | +12.6% | -16.5% | -4.5% |
| 6M | -18.3% | +28.3% | -46.6% | -19.3% |
| YTD | +10.3% | +23.0% | -12.6% | +9.0% |
| 1Y | +14.2% | +41.0% | -26.7% | +11.9% |
| 3Y | +35.0% | +88.6% | -53.6% | +29.0% |
| All | +73.0% | +69.3% | +3.8% | +64.4% |
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