+5,722.7%
LMT vs INCY
+6,534.7%
-812.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +3.9% | +2.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -8.2% | +3.2% | -11.4% | -8.5% |
| 3M | +3.7% | +23.6% | -19.9% | +2.3% |
| 6M | -19.2% | +29.7% | -48.8% | -20.6% |
| YTD | +12.9% | +25.9% | -13.1% | +11.0% |
| 1Y | +19.8% | +43.7% | -23.9% | +16.8% |
| 3Y | +37.3% | +94.4% | -57.2% | +30.6% |
| 5Y | +74.4% | +68.0% | +6.4% | +66.8% |
| 10Y | +188.9% | +52.5% | +136.4% | +173.5% |
| All | +5,722.7% | +6,534.7% | -812.0% | +4,002.5% |
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