+21,460.9%
VLO vs INCY
+6,390.7%
+15,070.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +6.8% | +3.1% | +3.6% | +6.4% |
| 30D | -17.9% | +12.0% | -29.9% | -19.0% |
| 3M | +13.5% | +0.8% | +12.8% | +13.2% |
| 6M | +53.0% | +22.8% | +30.3% | +48.6% |
| YTD | +133.7% | +23.2% | +110.5% | +126.1% |
| 1Y | +115.7% | +12.4% | +103.3% | +110.8% |
| 3Y | +231.9% | +132.1% | +99.9% | +193.8% |
| 5Y | +471.6% | +85.5% | +386.1% | +416.8% |
| 10Y | +780.7% | +16.4% | +764.3% | +717.3% |
| All | +21,460.9% | +6,390.7% | +15,070.2% | +10,992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling