+886.2%
IVZ vs INCY
+2,249.0%
-1,362.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -11.2% | +5.5% | -16.7% | -12.1% |
| 3M | -14.0% | +1.1% | -15.0% | -14.3% |
| 6M | +0.5% | +19.8% | -19.4% | -3.3% |
| YTD | +5.4% | +21.1% | -15.7% | +1.2% |
| 1Y | +19.5% | +13.7% | +5.7% | +15.8% |
| 3Y | +128.7% | +119.3% | +9.4% | +95.1% |
| 5Y | +28.8% | +76.3% | -47.6% | +13.7% |
| 10Y | +52.3% | +36.6% | +15.7% | +34.3% |
| All | +886.2% | +2,249.0% | -1,362.7% | +330.1% |
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