+33.2%
LNT vs INCY
+69.3%
-36.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.0% | -4.2% | +3.1% | -0.7% |
| 30D | -4.2% | +0.6% | -4.8% | -4.3% |
| 3M | -6.7% | +12.6% | -19.3% | -7.9% |
| 6M | -3.6% | +28.3% | -31.9% | -6.0% |
| YTD | +5.9% | +23.0% | -17.1% | +3.3% |
| 1Y | +7.3% | +41.0% | -33.7% | +3.0% |
| 3Y | +46.5% | +88.6% | -42.1% | +33.7% |
| All | +33.2% | +69.3% | -36.0% | +21.4% |
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