-51.4%
VG vs INCY
+65.5%
-116.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | -22.0% | -0.6% | -21.4% | -22.0% |
| 30D | -11.6% | +5.5% | -17.1% | -11.1% |
| 3M | -14.9% | +1.1% | -15.9% | -14.6% |
| 6M | -3.5% | +19.8% | -23.4% | -3.6% |
| YTD | +70.0% | +21.1% | +48.8% | +68.7% |
| 1Y | +50.0% | +13.7% | +36.3% | +51.2% |
| All | -51.4% | +65.5% | -116.9% | -61.2% |
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 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