-31.8%
LVS vs INCY
+20.6%
-52.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.5% | +2.0% | +5.8% |
| 7D | +13.4% | +5.1% | +8.3% | +12.6% |
| 30D | +12.2% | +7.6% | +4.6% | +11.1% |
| 3M | -10.7% | +1.9% | -12.6% | -10.9% |
| 6M | -19.8% | +26.5% | -46.3% | -22.2% |
| YTD | -35.8% | +24.4% | -60.2% | -38.6% |
| 1Y | -31.8% | +19.4% | -51.2% | -34.3% |
| All | -31.8% | +20.6% | -52.4% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling