+790.3%
VLO vs INCY
+15.3%
+775.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +9.6% | +1.1% | +8.5% | +9.5% |
| 30D | -17.4% | +8.4% | -25.8% | -18.6% |
| 3M | +10.8% | +0.4% | +10.4% | +10.4% |
| 6M | +56.9% | +22.4% | +34.5% | +50.4% |
| YTD | +136.8% | +22.5% | +114.3% | +125.6% |
| 1Y | +120.7% | +14.8% | +105.9% | +112.6% |
| 3Y | +231.9% | +127.7% | +104.2% | +171.8% |
| 5Y | +479.0% | +84.4% | +394.6% | +390.8% |
| All | +790.3% | +15.3% | +775.0% | +640.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling