+1,769.4%
LSCC vs INCY
+54.2%
+1,715.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | -9.7% | +5.8% | -15.5% | -11.4% |
| 3M | -23.7% | +25.2% | -48.9% | -30.0% |
| 6M | +26.5% | +28.2% | -1.7% | +15.0% |
| YTD | +57.5% | +28.3% | +29.2% | +42.4% |
| 1Y | +75.7% | +48.3% | +27.3% | +50.3% |
| 3Y | +19.5% | +95.9% | -76.5% | -9.7% |
| 5Y | +83.8% | +66.6% | +17.2% | +46.0% |
| All | +1,769.4% | +54.2% | +1,715.2% | +1,424.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling