+1,321.0%
INCY vs VO
+827.2%
+493.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +5.8% | -0.3% | +6.1% | +6.1% |
| 3M | +25.2% | +2.9% | +22.3% | +20.8% |
| 6M | +28.2% | +9.3% | +18.9% | +15.3% |
| YTD | +28.3% | +14.2% | +14.1% | +9.9% |
| 1Y | +48.3% | +15.3% | +33.1% | +25.4% |
| 3Y | +95.9% | +56.2% | +39.7% | +14.0% |
| 5Y | +66.6% | +42.4% | +24.1% | +2.1% |
| 10Y | +54.5% | +194.7% | -140.2% | -66.5% |
| All | +1,321.0% | +827.2% | +493.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling