+104.8%
LSCC vs INCY
+132.2%
-27.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | +7.0% | +1.1% | +5.9% | +6.8% |
| 30D | -2.3% | +8.4% | -10.7% | -4.2% |
| 3M | -12.5% | +0.4% | -12.9% | -12.9% |
| 6M | -10.6% | +22.4% | -33.0% | -17.0% |
| YTD | +52.7% | +22.5% | +30.2% | +40.5% |
| 1Y | +74.0% | +14.8% | +59.2% | +63.3% |
| 3Y | +104.8% | +127.7% | -22.9% | +42.4% |
| All | +104.8% | +132.2% | -27.4% | +42.4% |
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