+143.6%
VLO vs INCY
+45.3%
+98.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +5.2% | +1.9% | +3.3% | +5.4% |
| 30D | +22.6% | +5.8% | +16.8% | +23.2% |
| 3M | +43.8% | +25.2% | +18.6% | +46.2% |
| 6M | +65.7% | +28.2% | +37.5% | +70.3% |
| YTD | +131.1% | +28.3% | +102.8% | +136.8% |
| 1Y | +143.6% | +48.3% | +95.3% | +151.4% |
| All | +143.6% | +45.3% | +98.4% | +151.4% |
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