+53.5%
INCY vs VSXY
+37.5%
+15.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.5% | -1.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +0.6% | -18.7% | +19.3% | +1.7% |
| 3M | +12.6% | -4.0% | +16.6% | +12.7% |
| 6M | +28.3% | +67.5% | -39.2% | +22.7% |
| YTD | +23.0% | +39.7% | -16.7% | +19.0% |
| 1Y | +41.0% | +180.0% | -139.0% | +29.7% |
| 3Y | +88.6% | +337.3% | -248.7% | +62.4% |
| 5Y | +70.8% | +22.7% | +48.1% | +56.3% |
| All | +53.5% | +37.5% | +15.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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