+911.8%
VLO vs INCY
+56.5%
+855.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +4.0% | -3.7% | +7.7% | +4.6% |
| 30D | +19.0% | +1.8% | +17.2% | +18.5% |
| 3M | +50.0% | +17.0% | +33.0% | +45.3% |
| 6M | +79.1% | +28.4% | +50.7% | +69.9% |
| YTD | +140.3% | +24.8% | +115.5% | +128.4% |
| 1Y | +148.3% | +42.9% | +105.4% | +129.0% |
| 3Y | +194.6% | +92.7% | +101.9% | +150.1% |
| 5Y | +609.6% | +73.3% | +536.2% | +508.0% |
| All | +911.8% | +56.5% | +855.3% | +681.9% |
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