+59.2%
INCY vs VSXY
+37.7%
+21.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.5% |
| 7D | -2.2% | -10.7% | +8.5% | -1.6% |
| 30D | +3.7% | -24.3% | +27.9% | +5.3% |
| 3M | +22.1% | +1.0% | +21.1% | +21.8% |
| 6M | +29.8% | +57.4% | -27.6% | +24.7% |
| YTD | +27.6% | +39.8% | -12.2% | +23.4% |
| 1Y | +47.2% | +196.5% | -149.3% | +34.9% |
| 3Y | +97.0% | +357.2% | -260.3% | +69.0% |
| 5Y | +73.4% | +18.9% | +54.5% | +58.6% |
| All | +59.2% | +37.7% | +21.6% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling