+50.5%
IVZ vs INCY
+27.4%
+23.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.3% |
| 7D | +4.1% | +1.5% | +2.6% | +3.8% |
| 30D | -2.0% | +8.1% | -10.1% | -4.0% |
| 3M | -7.8% | +1.1% | -8.9% | -8.3% |
| 6M | +6.3% | +23.7% | -17.4% | -0.4% |
| YTD | +12.6% | +23.4% | -10.9% | +5.3% |
| 1Y | +27.6% | +15.0% | +12.6% | +21.4% |
| 3Y | +154.0% | +132.1% | +21.9% | +96.6% |
| 5Y | +37.3% | +83.2% | -45.9% | +12.5% |
| 10Y | +50.5% | +17.1% | +33.5% | +21.8% |
| All | +50.5% | +27.4% | +23.2% | +21.8% |
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