+21,217.6%
VLO vs INCY
+6,660.0%
+14,557.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +5.2% | +1.9% | +3.3% | +5.0% |
| 30D | +22.6% | +5.8% | +16.8% | +21.7% |
| 3M | +43.8% | +25.2% | +18.6% | +39.7% |
| 6M | +65.7% | +28.2% | +37.5% | +60.1% |
| YTD | +131.1% | +28.3% | +102.8% | +122.9% |
| 1Y | +143.6% | +48.3% | +95.3% | +130.5% |
| 3Y | +201.4% | +95.9% | +105.4% | +172.6% |
| 5Y | +568.9% | +66.6% | +502.3% | +513.1% |
| 10Y | +891.8% | +54.5% | +837.3% | +792.0% |
| All | +21,217.6% | +6,660.0% | +14,557.6% | +10,836.1% |
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