+457.8%
INCY vs VRSN
+7,135.0%
-6,677.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +8.4% | +3.9% | +4.6% | +6.9% |
| 3M | +0.4% | +9.3% | -9.0% | -3.1% |
| 6M | +22.4% | +6.7% | +15.8% | +18.5% |
| YTD | +22.5% | +30.0% | -7.6% | +9.6% |
| 1Y | +14.8% | +26.0% | -11.2% | +3.7% |
| 3Y | +127.7% | +53.1% | +74.6% | +88.2% |
| 5Y | +84.4% | +35.0% | +49.4% | +55.8% |
| 10Y | +15.7% | +291.7% | -276.0% | -34.9% |
| All | +457.8% | +7,135.0% | -6,677.3% | +27.5% |
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