+901.5%
LITE vs INCY
+67.3%
+834.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -1.5% | +1.9% | -3.4% | -2.1% |
| 30D | +6.7% | +5.8% | +0.9% | +4.9% |
| 3M | -6.8% | +25.2% | -32.0% | -13.9% |
| 6M | +29.4% | +28.2% | +1.2% | +18.3% |
| YTD | +139.1% | +28.3% | +110.8% | +118.4% |
| 1Y | +521.0% | +48.3% | +472.6% | +444.2% |
| 3Y | +1,535.3% | +95.9% | +1,439.4% | +1,187.8% |
| All | +901.5% | +67.3% | +834.3% | +718.1% |
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