+1,256.2%
INCY vs VO
+825.6%
+430.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.1% | +3.1% | -2.0% | -2.3% |
| 30D | +8.4% | +2.2% | +6.2% | +5.8% |
| 3M | +0.4% | -2.5% | +2.9% | +2.9% |
| 6M | +22.4% | +7.0% | +15.5% | +12.7% |
| YTD | +22.5% | +14.0% | +8.5% | +4.8% |
| 1Y | +14.8% | +15.6% | -0.9% | -3.5% |
| 3Y | +127.7% | +66.2% | +61.6% | +23.4% |
| 5Y | +84.4% | +36.6% | +47.8% | +19.0% |
| 10Y | +15.7% | +199.0% | -183.2% | -75.5% |
| All | +1,256.2% | +825.6% | +430.5% | -52.0% |
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