+51.8%
VG vs INCY
+20.6%
+31.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.5% | -12.2% | -5.7% |
| 7D | -16.4% | +5.1% | -21.5% | -14.3% |
| 30D | -10.8% | +7.6% | -18.4% | -7.3% |
| 3M | -6.3% | +1.9% | -8.2% | -4.4% |
| 6M | -12.5% | +26.5% | -39.0% | -2.3% |
| YTD | +76.9% | +24.4% | +52.5% | +97.3% |
| 1Y | +51.8% | +19.4% | +32.4% | +68.3% |
| All | +51.8% | +20.6% | +31.2% | +68.3% |
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