+38.4%
IGV vs INCY
+89.7%
-51.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -2.9% | -4.2% | +1.2% | -2.5% |
| 30D | -1.5% | +0.6% | -2.1% | -1.6% |
| 3M | +11.7% | +12.6% | -1.0% | +10.0% |
| 6M | +18.4% | +28.3% | -9.9% | +14.6% |
| YTD | -3.9% | +23.0% | -26.9% | -6.6% |
| 1Y | -9.7% | +41.0% | -50.6% | -14.0% |
| 3Y | +38.4% | +88.6% | -50.2% | +19.9% |
| All | +38.4% | +89.7% | -51.3% | +19.9% |
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