+9.4%
VG vs INCY
+43.8%
-34.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +1.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.6% |
| 30D | +11.1% | +3.2% | +7.9% | +12.4% |
| 3M | +14.9% | +23.6% | -8.7% | +23.5% |
| 6M | +18.4% | +29.7% | -11.3% | +31.6% |
| YTD | +116.6% | +25.9% | +90.6% | +136.4% |
| 1Y | +9.4% | +43.7% | -34.4% | +13.9% |
| All | +9.4% | +43.8% | -34.5% | +13.9% |
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