+2,227.0%
INCY vs VYM
+488.1%
+1,738.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -2.3% |
| 7D | -4.2% | -0.8% | -3.4% | -3.3% |
| 30D | +0.6% | -2.2% | +2.8% | +3.3% |
| 3M | +12.6% | +3.1% | +9.6% | +8.7% |
| 6M | +28.3% | +9.7% | +18.6% | +14.8% |
| YTD | +23.0% | +14.9% | +8.1% | +4.3% |
| 1Y | +41.0% | +17.6% | +23.4% | +16.2% |
| 3Y | +88.6% | +65.3% | +23.3% | +2.6% |
| 5Y | +70.8% | +78.7% | -7.9% | -17.8% |
| 10Y | +53.5% | +208.2% | -154.7% | -67.9% |
| All | +2,227.0% | +488.1% | +1,738.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling