+1,104.4%
IVZ vs INCY
+2,388.3%
-1,284.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | +4.0% | +5.8% | -1.8% | +2.9% |
| 3M | +18.2% | +25.2% | -7.0% | +13.1% |
| 6M | +32.8% | +28.2% | +4.6% | +26.5% |
| YTD | +28.7% | +28.3% | +0.4% | +22.4% |
| 1Y | +55.4% | +48.3% | +7.0% | +43.7% |
| 3Y | +135.2% | +95.9% | +39.3% | +104.8% |
| 5Y | +64.2% | +66.6% | -2.4% | +46.3% |
| 10Y | +64.6% | +54.5% | +10.1% | +42.2% |
| All | +1,104.4% | +2,388.3% | -1,284.0% | +420.6% |
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 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