+232.7%
LITE vs INCY
+20.6%
+212.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.5% | -12.3% | -8.0% |
| 7D | -31.4% | +5.1% | -36.5% | -31.5% |
| 30D | -42.6% | +7.6% | -50.2% | -42.8% |
| 3M | -26.2% | +1.9% | -28.1% | -26.2% |
| 6M | -35.8% | +26.5% | -62.3% | -43.2% |
| YTD | +70.0% | +24.4% | +45.7% | +47.0% |
| 1Y | +232.7% | +19.4% | +213.4% | +208.7% |
| All | +232.7% | +20.6% | +212.1% | +208.7% |
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