-76.7%
LULU vs INCY
+69.3%
-146.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.5% |
| 7D | -1.6% | -4.2% | +2.5% | -0.6% |
| 30D | -18.1% | +0.6% | -18.7% | -18.3% |
| 3M | -18.8% | +12.6% | -31.4% | -21.4% |
| 6M | -39.2% | +28.3% | -67.5% | -43.2% |
| YTD | -52.4% | +23.0% | -75.4% | -55.2% |
| 1Y | -40.3% | +41.0% | -81.3% | -46.1% |
| 3Y | -75.1% | +88.6% | -163.7% | -80.0% |
| All | -76.7% | +69.3% | -146.0% | -80.5% |
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