+193.8%
VLO vs INCY
+96.8%
+97.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | +6.2% | -2.2% | +8.4% | +6.3% |
| 30D | +23.5% | +3.7% | +19.8% | +23.4% |
| 3M | +53.9% | +22.1% | +31.8% | +52.6% |
| 6M | +81.7% | +29.8% | +51.9% | +79.8% |
| YTD | +142.5% | +27.6% | +114.9% | +139.9% |
| 1Y | +145.4% | +47.2% | +98.2% | +139.8% |
| All | +193.8% | +96.8% | +97.1% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling