+2,724.1%
LSCC vs INCY
+6,281.3%
-3,557.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.8% |
| 7D | +13.0% | -0.6% | +13.6% | +13.1% |
| 30D | -19.8% | +5.5% | -25.3% | -21.0% |
| 3M | -18.4% | +1.1% | -19.5% | -19.0% |
| 6M | -16.1% | +19.8% | -35.9% | -20.6% |
| YTD | +42.7% | +21.1% | +21.6% | +34.4% |
| 1Y | +68.0% | +13.7% | +54.3% | +60.4% |
| 3Y | +85.8% | +119.3% | -33.4% | +49.6% |
| 5Y | +28.0% | +76.3% | -48.3% | +8.2% |
| 10Y | +1,255.1% | +36.6% | +1,218.5% | +1,056.6% |
| All | +2,724.1% | +6,281.3% | -3,557.3% | +703.6% |
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