+2,919.4%
INCY vs VIG
+617.8%
+2,301.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | 0.0% |
| 30D | +3.2% | -2.1% | +5.3% | +6.0% |
| 3M | +23.6% | +3.3% | +20.3% | +18.5% |
| 6M | +29.7% | +9.3% | +20.4% | +15.5% |
| YTD | +25.9% | +10.1% | +15.8% | +11.2% |
| 1Y | +43.7% | +14.7% | +29.0% | +20.4% |
| 3Y | +94.4% | +56.9% | +37.5% | +6.5% |
| 5Y | +68.0% | +62.9% | +5.1% | -16.0% |
| 10Y | +52.5% | +241.3% | -188.8% | -77.8% |
| All | +2,919.4% | +617.8% | +2,301.6% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling