+189.5%
LQD vs INCY
+2,017.8%
-1,828.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -0.2% | +3.7% | -3.9% | -0.2% |
| 3M | -1.7% | +22.1% | -23.8% | -1.9% |
| 6M | -2.7% | +29.8% | -32.5% | -2.9% |
| YTD | -1.4% | +27.6% | -29.0% | -1.7% |
| 1Y | -1.0% | +47.2% | -48.2% | -1.4% |
| 3Y | +15.1% | +97.0% | -81.9% | +14.2% |
| 5Y | -5.2% | +73.4% | -78.5% | -5.8% |
| 10Y | +23.3% | +59.2% | -35.9% | +22.3% |
| All | +189.5% | +2,017.8% | -1,828.3% | +181.3% |
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