+153.0%
VLO vs INCY
+41.2%
+111.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.2% |
| 7D | +5.3% | -4.2% | +9.5% | +4.9% |
| 30D | +18.2% | +0.6% | +17.7% | +18.3% |
| 3M | +53.3% | +12.6% | +40.7% | +54.0% |
| 6M | +70.4% | +28.3% | +42.1% | +74.0% |
| YTD | +143.4% | +23.0% | +120.4% | +148.1% |
| 1Y | +153.0% | +41.0% | +112.0% | +157.0% |
| All | +153.0% | +41.2% | +111.8% | +157.0% |
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