+758.4%
IVV vs INCY
+309.7%
+448.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | -3.3% | +8.1% | -11.4% | -4.5% |
| 3M | -2.4% | +1.1% | -3.5% | -2.7% |
| 6M | +2.6% | +23.7% | -21.1% | -1.0% |
| YTD | +11.3% | +23.4% | -12.1% | +7.2% |
| 1Y | +13.4% | +15.0% | -1.6% | +10.3% |
| 3Y | +80.3% | +132.1% | -51.8% | +56.0% |
| 5Y | +72.7% | +83.2% | -10.5% | +54.0% |
| 10Y | +309.6% | +17.1% | +292.6% | +274.8% |
| All | +758.4% | +309.7% | +448.6% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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