+1,925.9%
INCY vs VEU
+188.7%
+1,737.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.5% |
| 30D | +3.7% | +0.7% | +3.0% | +3.0% |
| 3M | +22.1% | +4.7% | +17.4% | +16.2% |
| 6M | +29.8% | +11.6% | +18.1% | +15.4% |
| YTD | +27.6% | +16.8% | +10.8% | +8.6% |
| 1Y | +47.2% | +24.9% | +22.3% | +17.6% |
| 3Y | +97.0% | +75.7% | +21.2% | +11.7% |
| 5Y | +73.4% | +56.1% | +17.2% | +7.3% |
| 10Y | +59.2% | +153.6% | -94.4% | -42.1% |
| All | +1,925.9% | +188.7% | +1,737.2% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling