-44.6%
VG vs INCY
+67.3%
-111.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | +14.0% | +1.1% | +12.9% | +14.1% |
| 30D | -1.0% | +8.4% | -9.4% | -0.2% |
| 3M | -2.7% | +0.4% | -3.1% | -2.4% |
| 6M | +1.5% | +22.4% | -20.9% | +1.5% |
| YTD | +93.7% | +22.5% | +71.2% | +92.4% |
| 1Y | +68.5% | +14.8% | +53.8% | +70.2% |
| All | -44.6% | +67.3% | -111.9% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling