-50.2%
VG vs INCY
+68.6%
-118.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +2.5% |
| 7D | -8.3% | +1.5% | -9.9% | -8.1% |
| 30D | -10.3% | +8.1% | -18.4% | -9.6% |
| 3M | -10.8% | +1.1% | -11.9% | -10.4% |
| 6M | +3.5% | +23.7% | -20.2% | +3.6% |
| YTD | +74.0% | +23.4% | +50.5% | +72.9% |
| 1Y | +48.9% | +15.0% | +33.9% | +50.6% |
| All | -50.2% | +68.6% | -118.8% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling