+76.4%
V vs INCY
+128.1%
-51.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | +9.9% | +6.7% | +3.3% | +9.1% |
| 3M | +17.5% | -1.0% | +18.5% | +17.6% |
| 6M | +33.5% | +22.1% | +11.4% | +29.7% |
| YTD | +21.6% | +21.8% | -0.2% | +17.9% |
| 1Y | +27.6% | +13.5% | +14.1% | +24.7% |
| 3Y | +76.4% | +129.4% | -53.0% | +59.9% |
| All | +76.4% | +128.1% | -51.7% | +59.9% |
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