+82.6%
VOO vs INCY
+69.5%
+13.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -2.0% | -3.7% | +1.7% | -1.4% |
| 30D | -1.7% | +1.8% | -3.5% | -2.0% |
| 3M | +4.7% | +17.0% | -12.2% | +1.6% |
| 6M | +12.6% | +28.4% | -15.8% | +7.1% |
| YTD | +11.8% | +24.8% | -13.1% | +6.7% |
| 1Y | +17.5% | +42.9% | -25.4% | +9.0% |
| 3Y | +77.0% | +92.7% | -15.7% | +51.3% |
| 5Y | +82.6% | +73.3% | +9.2% | +59.2% |
| All | +82.6% | +69.5% | +13.1% | +59.2% |
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