+361.6%
LRCX vs INCY
+89.7%
+271.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -3.1% | -4.2% | +1.1% | -2.3% |
| 30D | -8.6% | +0.6% | -9.1% | -8.7% |
| 3M | -17.7% | +12.6% | -30.3% | -20.6% |
| 6M | +36.4% | +28.3% | +8.0% | +27.1% |
| YTD | +74.5% | +23.0% | +51.6% | +64.4% |
| 1Y | +159.4% | +41.0% | +118.5% | +137.9% |
| 3Y | +361.6% | +88.6% | +273.0% | +270.1% |
| All | +361.6% | +89.7% | +271.9% | +270.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling