+128.7%
IVZ vs INCY
+116.8%
+11.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -11.2% | +5.5% | -16.7% | -12.4% |
| 3M | -14.0% | +1.1% | -15.0% | -14.4% |
| 6M | +0.5% | +19.8% | -19.4% | -5.3% |
| YTD | +5.4% | +21.1% | -15.7% | -1.4% |
| 1Y | +19.5% | +13.7% | +5.7% | +13.5% |
| 3Y | +128.7% | +119.3% | +9.4% | +71.5% |
| All | +128.7% | +116.8% | +11.9% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling