+73.4%
INCY vs VO
+42.2%
+31.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | +3.7% | -1.9% | +5.6% | +4.7% |
| 3M | +22.1% | +3.3% | +18.8% | +19.8% |
| 6M | +29.8% | +9.7% | +20.1% | +23.0% |
| YTD | +27.6% | +12.6% | +15.0% | +19.3% |
| 1Y | +47.2% | +13.6% | +33.6% | +36.9% |
| 3Y | +97.0% | +56.8% | +40.1% | +54.6% |
| 5Y | +73.4% | +42.3% | +31.1% | +41.5% |
| All | +73.4% | +42.2% | +31.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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