+416.0%
LRCX vs INCY
+69.3%
+346.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -3.1% | -4.2% | +1.1% | -2.1% |
| 30D | -8.6% | +0.6% | -9.1% | -8.8% |
| 3M | -17.7% | +12.6% | -30.3% | -21.2% |
| 6M | +36.4% | +28.3% | +8.0% | +25.3% |
| YTD | +74.5% | +23.0% | +51.6% | +62.3% |
| 1Y | +159.4% | +41.0% | +118.5% | +132.1% |
| 3Y | +361.6% | +88.6% | +273.0% | +272.9% |
| All | +416.0% | +69.3% | +346.8% | +329.2% |
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