+208.1%
LRCX vs INCY
+45.3%
+162.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +1.9% | +1.9% | 0.0% | +1.5% |
| 30D | +0.1% | +5.8% | -5.7% | -1.1% |
| 3M | -8.5% | +25.2% | -33.7% | -16.6% |
| 6M | +38.1% | +28.2% | +9.9% | +23.8% |
| YTD | +80.1% | +28.3% | +51.7% | +60.9% |
| 1Y | +208.1% | +48.3% | +159.7% | +156.1% |
| All | +208.1% | +45.3% | +162.8% | +156.1% |
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 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