+26.2%
IVZ vs INCY
+13.5%
+12.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.4% |
| 7D | +4.1% | +1.5% | +2.6% | +3.9% |
| 30D | -2.0% | +8.1% | -10.1% | -3.2% |
| 3M | -7.8% | +1.1% | -8.9% | -8.1% |
| 6M | +6.3% | +23.7% | -17.4% | -0.4% |
| YTD | +12.6% | +23.4% | -10.9% | +3.4% |
| All | +26.2% | +13.5% | +12.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling