+476.5%
V vs INCY
+16.0%
+460.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -0.4% | +3.1% | -3.5% | -1.1% |
| 30D | +6.3% | +12.0% | -5.7% | +3.6% |
| 3M | +17.2% | +0.8% | +16.4% | +16.7% |
| 6M | +29.2% | +22.8% | +6.5% | +22.5% |
| YTD | +20.8% | +23.2% | -2.4% | +13.9% |
| 1Y | +25.0% | +12.4% | +12.6% | +20.3% |
| 3Y | +75.3% | +132.1% | -56.8% | +37.7% |
| 5Y | +105.8% | +85.5% | +20.4% | +70.3% |
| All | +476.5% | +16.0% | +460.5% | +373.5% |
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 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