+601.8%
VEEV vs INCY
+234.2%
+367.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -7.1% | -2.2% | -4.9% | -6.5% |
| 30D | +11.1% | +3.7% | +7.5% | +9.8% |
| 3M | +55.5% | +22.1% | +33.5% | +45.9% |
| 6M | +33.4% | +29.8% | +3.6% | +22.2% |
| YTD | +16.8% | +27.6% | -10.7% | +7.3% |
| 1Y | -7.7% | +47.2% | -54.9% | -19.4% |
| 3Y | +18.4% | +97.0% | -78.6% | -8.3% |
| 5Y | -14.8% | +73.4% | -88.2% | -32.2% |
| 10Y | +546.5% | +59.2% | +487.3% | +394.8% |
| All | +601.8% | +234.2% | +367.7% | +393.1% |
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