+50.9%
LVS vs INCY
+1,101.9%
-1,051.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -3.9% | +3.2% | -7.1% | -4.8% |
| 3M | -12.9% | +23.6% | -36.5% | -18.4% |
| 6M | -16.9% | +29.7% | -46.6% | -23.5% |
| YTD | -31.2% | +25.9% | -57.2% | -36.4% |
| 1Y | -16.4% | +43.7% | -60.1% | -25.8% |
| 3Y | -4.4% | +94.4% | -98.9% | -24.1% |
| 5Y | +6.7% | +68.0% | -61.3% | -12.5% |
| 10Y | +1.4% | +52.5% | -51.1% | -22.7% |
| All | +50.9% | +1,101.9% | -1,051.0% | -66.6% |
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