+473.6%
INCY vs VRSN
+6,422.7%
-5,949.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.7% |
| 7D | -0.5% | -2.1% | +1.7% | +0.3% |
| 30D | +3.2% | -3.9% | +7.1% | +4.5% |
| 3M | +23.6% | -0.1% | +23.7% | +23.0% |
| 6M | +29.7% | +16.4% | +13.3% | +21.5% |
| YTD | +25.9% | +17.2% | +8.7% | +17.1% |
| 1Y | +43.7% | +1.0% | +42.7% | +40.6% |
| 3Y | +94.4% | +39.1% | +55.3% | +66.3% |
| 5Y | +68.0% | +29.0% | +39.0% | +44.2% |
| 10Y | +52.5% | +275.8% | -223.3% | -12.9% |
| All | +473.6% | +6,422.7% | -5,949.1% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling