-51.2%
LULU vs INCY
+45.3%
-96.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.2% |
| 7D | -16.7% | +1.9% | -18.6% | -16.9% |
| 30D | -18.5% | +5.8% | -24.3% | -19.3% |
| 3M | -19.5% | +25.2% | -44.7% | -22.2% |
| 6M | -41.9% | +28.2% | -70.1% | -44.4% |
| YTD | -51.6% | +28.3% | -79.9% | -53.8% |
| 1Y | -51.2% | +48.3% | -99.5% | -54.0% |
| All | -51.2% | +45.3% | -96.4% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling