+49.7%
INCY vs VRSN
+299.1%
-249.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | +0.6% | +3.8% | -3.2% | -0.8% |
| 3M | +12.6% | +5.0% | +7.6% | +10.3% |
| 6M | +28.3% | +24.9% | +3.5% | +17.6% |
| YTD | +23.0% | +21.6% | +1.4% | +13.2% |
| 1Y | +41.0% | +2.4% | +38.6% | +37.8% |
| 3Y | +88.6% | +47.3% | +41.2% | +56.1% |
| 5Y | +70.8% | +34.7% | +36.0% | +42.2% |
| All | +49.7% | +299.1% | -249.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling