+21.2%
IGV vs INCY
+69.5%
-48.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -5.4% | -3.7% | -1.7% | -4.7% |
| 30D | -2.6% | +1.8% | -4.4% | -3.1% |
| 3M | +10.5% | +17.0% | -6.4% | +6.6% |
| 6M | +18.2% | +28.4% | -10.2% | +11.3% |
| YTD | -4.2% | +24.8% | -29.0% | -9.5% |
| 1Y | -9.8% | +42.9% | -52.8% | -17.9% |
| 3Y | +39.1% | +92.7% | -53.6% | +14.2% |
| 5Y | +21.2% | +73.3% | -52.1% | +2.6% |
| All | +21.2% | +69.5% | -48.3% | +2.6% |
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 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