+3,068.2%
LITE vs INCY
+3.9%
+3,064.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | -35.9% | -0.6% | -35.3% | -35.8% |
| 30D | -51.5% | +5.5% | -57.0% | -52.3% |
| 3M | -35.7% | +1.1% | -36.8% | -36.2% |
| 6M | -43.0% | +19.8% | -62.8% | -46.6% |
| YTD | +46.1% | +21.1% | +25.0% | +36.5% |
| 1Y | +124.7% | +13.7% | +111.0% | +113.5% |
| 3Y | +1,172.1% | +119.3% | +1,052.8% | +902.5% |
| 5Y | +477.0% | +76.3% | +400.7% | +376.5% |
| 10Y | +1,465.7% | +36.6% | +1,429.0% | +1,217.1% |
| All | +3,068.2% | +3.9% | +3,064.3% | +2,491.9% |
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