+129.4%
LITE vs INCY
+13.5%
+115.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +10.6% |
| 7D | -12.9% | +1.5% | -14.4% | -12.7% |
| 30D | -46.0% | +8.1% | -54.0% | -45.9% |
| 3M | -33.0% | +1.1% | -34.1% | -32.8% |
| 6M | -34.0% | +23.7% | -57.7% | -39.6% |
| YTD | +61.7% | +23.4% | +38.3% | +44.8% |
| All | +129.4% | +13.5% | +115.9% | +114.8% |
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