+85.6%
INCY vs VIG
+64.4%
+21.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.1% | +3.5% | -2.4% | -1.4% |
| 30D | +8.4% | +4.9% | +3.5% | +4.8% |
| 3M | +0.4% | +2.5% | -2.1% | -1.4% |
| 6M | +22.4% | +11.0% | +11.4% | +13.7% |
| YTD | +22.5% | +16.0% | +6.5% | +10.4% |
| 1Y | +14.8% | +17.5% | -2.8% | +2.5% |
| 3Y | +127.7% | +67.0% | +60.7% | +62.4% |
| All | +85.6% | +64.4% | +21.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling