+67.7%
INCY vs VEU
+55.0%
+12.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -4.2% | -1.4% | -2.7% | -3.6% |
| 30D | +0.6% | -0.4% | +1.0% | +0.8% |
| 3M | +12.6% | +2.5% | +10.1% | +11.1% |
| 6M | +28.3% | +11.1% | +17.2% | +21.2% |
| YTD | +23.0% | +16.5% | +6.5% | +13.5% |
| 1Y | +41.0% | +22.9% | +18.0% | +26.8% |
| 3Y | +88.6% | +73.4% | +15.2% | +43.8% |
| All | +67.7% | +55.0% | +12.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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