+953.6%
IGV vs INCY
+515.5%
+438.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.5% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | 0.0% | +3.2% | -3.2% | -0.7% |
| 3M | +7.3% | +23.6% | -16.3% | +2.5% |
| 6M | +16.7% | +29.7% | -12.9% | +10.1% |
| YTD | -2.8% | +25.9% | -28.8% | -8.1% |
| 1Y | -6.7% | +43.7% | -50.4% | -14.3% |
| 3Y | +41.1% | +94.4% | -53.3% | +19.7% |
| 5Y | +22.0% | +68.0% | -46.0% | +6.0% |
| 10Y | +357.9% | +52.5% | +305.4% | +287.0% |
| All | +953.6% | +515.5% | +438.0% | +352.5% |
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