-7.4%
LVS vs INCY
+92.5%
-100.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -4.3% | -3.7% | -0.6% | -3.5% |
| 30D | -6.8% | +1.8% | -8.6% | -7.2% |
| 3M | -15.6% | +17.0% | -32.6% | -18.6% |
| 6M | -20.6% | +28.4% | -49.0% | -25.1% |
| YTD | -33.4% | +24.8% | -58.2% | -37.1% |
| 1Y | -20.1% | +42.9% | -63.1% | -27.1% |
| All | -7.4% | +92.5% | -100.0% | -25.1% |
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