+614.6%
VLO vs INCY
+69.9%
+544.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +6.2% | -2.2% | +8.4% | +6.4% |
| 30D | +23.5% | +3.7% | +19.8% | +23.1% |
| 3M | +53.9% | +22.1% | +31.8% | +50.9% |
| 6M | +81.7% | +29.8% | +51.9% | +76.9% |
| YTD | +142.5% | +27.6% | +114.9% | +136.1% |
| 1Y | +145.4% | +47.2% | +98.2% | +134.2% |
| 3Y | +197.3% | +97.0% | +100.4% | +169.7% |
| 5Y | +614.6% | +73.4% | +541.2% | +550.2% |
| All | +614.6% | +69.9% | +544.7% | +550.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling