+2,260.0%
VGT vs INCY
+1,351.7%
+908.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +1.5% | -2.2% | +3.7% | +1.9% |
| 30D | +0.5% | +3.7% | -3.1% | -0.2% |
| 3M | +5.3% | +22.1% | -16.8% | +1.1% |
| 6M | +32.4% | +29.8% | +2.7% | +25.5% |
| YTD | +28.6% | +27.6% | +1.0% | +22.1% |
| 1Y | +37.6% | +47.2% | -9.6% | +26.9% |
| 3Y | +125.5% | +97.0% | +28.5% | +93.9% |
| 5Y | +135.2% | +73.4% | +61.8% | +105.8% |
| 10Y | +812.9% | +59.2% | +753.6% | +679.6% |
| All | +2,260.0% | +1,351.7% | +908.2% | +948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling