+49.7%
INCY vs VIG
+250.0%
-200.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -4.2% | -1.1% | -3.1% | -3.4% |
| 30D | +0.6% | -2.7% | +3.3% | +2.7% |
| 3M | +12.6% | +2.5% | +10.1% | +10.5% |
| 6M | +28.3% | +9.2% | +19.1% | +19.9% |
| YTD | +23.0% | +9.8% | +13.2% | +14.6% |
| 1Y | +41.0% | +12.4% | +28.6% | +29.1% |
| 3Y | +88.6% | +55.9% | +32.7% | +34.8% |
| 5Y | +70.8% | +63.9% | +6.8% | +16.0% |
| All | +49.7% | +250.0% | -200.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling