+25.4%
LSCC vs INCY
+100.4%
-75.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.3% | +1.9% | -0.6% | +0.8% |
| 30D | -9.7% | +5.8% | -15.5% | -11.0% |
| 3M | -23.7% | +25.2% | -48.9% | -28.8% |
| 6M | +26.5% | +28.2% | -1.7% | +16.9% |
| YTD | +57.5% | +28.3% | +29.2% | +44.7% |
| 1Y | +75.7% | +48.3% | +27.3% | +53.5% |
| All | +25.4% | +100.4% | -75.0% | -2.1% |
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