+60.9%
IVZ vs INCY
+51.3%
+9.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +3.1% | +3.2% | -0.1% | +2.2% |
| 3M | +18.2% | +23.6% | -5.4% | +11.0% |
| 6M | +38.6% | +29.7% | +9.0% | +28.4% |
| YTD | +25.9% | +25.9% | 0.0% | +17.3% |
| 1Y | +51.7% | +43.7% | +8.0% | +35.8% |
| 3Y | +138.7% | +94.4% | +44.2% | +93.1% |
| 5Y | +62.8% | +68.0% | -5.2% | +35.5% |
| 10Y | +60.9% | +52.5% | +8.4% | +11.4% |
| All | +60.9% | +51.3% | +9.6% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling