-80.4%
LYFT vs INCY
+40.4%
-120.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -8.4% | -4.2% | -4.2% | -7.1% |
| 30D | -7.6% | +0.6% | -8.2% | -7.9% |
| 3M | +11.7% | +12.6% | -0.9% | +6.9% |
| 6M | +15.1% | +28.3% | -13.2% | +5.1% |
| YTD | -20.9% | +23.0% | -43.9% | -27.0% |
| 1Y | -16.4% | +41.0% | -57.3% | -26.8% |
| 3Y | +35.2% | +88.6% | -53.4% | +3.7% |
| 5Y | -69.4% | +70.8% | -140.2% | -75.9% |
| All | -80.4% | +40.4% | -120.8% | -86.2% |
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