+822.6%
VOO vs INCY
+802.8%
+19.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -0.9% | +3.2% | -4.1% | -1.5% |
| 3M | +3.9% | +23.6% | -19.7% | 0.0% |
| 6M | +14.5% | +29.7% | -15.1% | +9.2% |
| YTD | +13.0% | +25.9% | -13.0% | +8.0% |
| 1Y | +19.4% | +43.7% | -24.3% | +11.4% |
| 3Y | +78.9% | +94.4% | -15.6% | +56.1% |
| 5Y | +82.3% | +68.0% | +14.3% | +62.0% |
| 10Y | +314.2% | +52.5% | +261.7% | +257.5% |
| All | +822.6% | +802.8% | +19.8% | +416.8% |
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