+3,201.4%
LSCC vs INCY
+6,421.1%
-3,219.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.7% | +10.0% |
| 7D | +14.5% | -0.5% | +14.9% | +14.8% |
| 30D | -0.1% | +9.8% | -9.9% | -2.4% |
| 3M | -2.7% | +1.0% | -3.6% | -3.3% |
| 6M | -4.8% | +21.9% | -26.7% | -10.2% |
| YTD | +66.9% | +23.8% | +43.1% | +56.4% |
| 1Y | +85.8% | +13.0% | +72.8% | +77.9% |
| 3Y | +115.6% | +133.2% | -17.6% | +71.2% |
| 5Y | +48.8% | +87.8% | -39.0% | +24.1% |
| 10Y | +1,490.3% | +17.0% | +1,473.3% | +1,310.5% |
| All | +3,201.4% | +6,421.1% | -3,219.7% | +835.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling