-30.6%
VRSK vs INCY
+45.3%
-75.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -3.1% | +1.9% | -5.0% | -3.4% |
| 30D | -1.6% | +5.8% | -7.4% | -2.4% |
| 3M | +3.5% | +25.2% | -21.7% | +1.3% |
| 6M | -13.4% | +28.2% | -41.6% | -15.3% |
| YTD | -16.5% | +28.3% | -44.8% | -18.0% |
| 1Y | -30.6% | +48.3% | -78.9% | -34.6% |
| All | -30.6% | +45.3% | -75.8% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling