+6.4%
LVS vs INCY
+69.3%
-62.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -3.5% | -4.2% | +0.7% | -2.4% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | -14.8% | +12.6% | -27.5% | -17.8% |
| 6M | -20.9% | +28.3% | -49.2% | -26.5% |
| YTD | -33.0% | +23.0% | -56.0% | -37.5% |
| 1Y | -20.0% | +41.0% | -61.0% | -28.5% |
| 3Y | -6.9% | +88.6% | -95.5% | -25.5% |
| All | +6.4% | +69.3% | -62.9% | -11.7% |
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