+606.9%
LULU vs INCY
+2,008.9%
-1,401.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.6% |
| 7D | -1.6% | -4.2% | +2.5% | -0.4% |
| 30D | -18.1% | +0.6% | -18.7% | -18.4% |
| 3M | -18.8% | +12.6% | -31.4% | -21.9% |
| 6M | -39.2% | +28.3% | -67.5% | -43.9% |
| YTD | -52.4% | +23.0% | -75.4% | -55.6% |
| 1Y | -40.3% | +41.0% | -81.3% | -46.9% |
| 3Y | -75.1% | +88.6% | -163.7% | -80.3% |
| 5Y | -76.7% | +70.8% | -147.5% | -81.2% |
| 10Y | +52.7% | +53.5% | -0.8% | +15.6% |
| All | +606.9% | +2,008.9% | -1,401.9% | +23.2% |
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