+50.0%
LULU vs INCY
+54.2%
-4.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.5% |
| 7D | -1.6% | -4.2% | +2.5% | -0.7% |
| 30D | -18.1% | +0.6% | -18.7% | -18.3% |
| 3M | -18.8% | +12.6% | -31.4% | -21.3% |
| 6M | -39.2% | +28.3% | -67.5% | -42.9% |
| YTD | -52.4% | +23.0% | -75.4% | -55.0% |
| 1Y | -40.3% | +41.0% | -81.3% | -45.6% |
| 3Y | -75.1% | +88.6% | -163.7% | -79.4% |
| 5Y | -76.7% | +70.8% | -147.5% | -80.3% |
| All | +50.0% | +54.2% | -4.3% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling