+12.8%
VG vs INCY
+45.3%
-32.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.8% |
| 7D | +1.7% | +1.9% | -0.2% | +2.4% |
| 30D | +16.0% | +5.8% | +10.2% | +18.5% |
| 3M | +9.7% | +25.2% | -15.5% | +18.5% |
| 6M | +29.6% | +28.2% | +1.4% | +44.5% |
| YTD | +112.0% | +28.3% | +83.7% | +133.1% |
| 1Y | +12.8% | +48.3% | -35.5% | +19.1% |
| All | +12.8% | +45.3% | -32.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling