+87.2%
LSCC vs INCY
+67.2%
+20.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +2.0% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | -9.6% | +3.2% | -12.8% | -10.7% |
| 3M | -17.8% | +23.6% | -41.4% | -24.6% |
| 6M | +37.4% | +29.7% | +7.8% | +23.4% |
| YTD | +59.7% | +25.9% | +33.7% | +43.9% |
| 1Y | +76.2% | +43.7% | +32.5% | +49.7% |
| 3Y | +28.2% | +94.4% | -66.3% | -6.8% |
| 5Y | +87.2% | +68.0% | +19.2% | +38.7% |
| All | +87.2% | +67.2% | +20.0% | +38.7% |
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