+170.2%
VEA vs INCY
+2,255.3%
-2,085.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +0.4% | +3.7% | -3.2% | -0.3% |
| 3M | +4.8% | +22.1% | -17.3% | +0.5% |
| 6M | +11.3% | +29.8% | -18.5% | +5.3% |
| YTD | +17.4% | +27.6% | -10.2% | +11.2% |
| 1Y | +26.2% | +47.2% | -21.0% | +16.1% |
| 3Y | +77.7% | +97.0% | -19.2% | +51.6% |
| 5Y | +60.9% | +73.4% | -12.4% | +39.3% |
| 10Y | +163.6% | +59.2% | +104.3% | +117.2% |
| All | +170.2% | +2,255.3% | -2,085.1% | -10.4% |
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