+67.7%
INCY vs VYM
+77.5%
-9.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -2.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.6% |
| 30D | +0.6% | -2.2% | +2.8% | +2.2% |
| 3M | +12.6% | +3.1% | +9.6% | +10.3% |
| 6M | +28.3% | +9.7% | +18.6% | +19.8% |
| YTD | +23.0% | +14.9% | +8.1% | +11.2% |
| 1Y | +41.0% | +17.6% | +23.4% | +25.4% |
| 3Y | +88.6% | +65.3% | +23.3% | +32.7% |
| All | +67.7% | +77.5% | -9.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling