+1,468.2%
LYV vs INCY
+2,034.8%
-566.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -1.9% | -4.2% | +2.2% | -0.7% |
| 30D | -8.2% | +0.6% | -8.8% | -8.4% |
| 3M | -1.3% | +12.6% | -13.9% | -5.0% |
| 6M | +2.6% | +28.3% | -25.7% | -5.2% |
| YTD | +19.4% | +23.0% | -3.6% | +11.2% |
| 1Y | -2.2% | +41.0% | -43.2% | -13.0% |
| 3Y | +106.0% | +88.6% | +17.5% | +63.7% |
| 5Y | +97.7% | +70.8% | +26.9% | +59.7% |
| 10Y | +560.5% | +53.5% | +507.0% | +394.9% |
| All | +1,468.2% | +2,034.8% | -566.6% | +248.0% |
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