+1,108.4%
LNG vs INCY
+5,579.3%
-4,470.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -6.7% | -2.2% | -4.5% | -6.5% |
| 30D | +3.9% | +3.7% | +0.2% | +3.3% |
| 3M | +15.5% | +22.1% | -6.6% | +12.3% |
| 6M | +10.5% | +29.8% | -19.3% | +6.3% |
| YTD | +43.0% | +27.6% | +15.4% | +37.6% |
| 1Y | +18.9% | +47.2% | -28.3% | +12.0% |
| 3Y | +74.7% | +97.0% | -22.3% | +56.1% |
| 5Y | +231.2% | +73.4% | +157.9% | +199.1% |
| 10Y | +544.5% | +59.2% | +485.3% | +469.6% |
| All | +1,108.4% | +5,579.3% | -4,470.9% | +483.4% |
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 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