-11.1%
VRSK vs INCY
+69.3%
-80.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -5.2% | -4.2% | -1.0% | -4.5% |
| 30D | -2.3% | +0.6% | -2.9% | -2.4% |
| 3M | -2.9% | +12.6% | -15.6% | -4.7% |
| 6M | -12.8% | +28.3% | -41.1% | -16.1% |
| YTD | -20.8% | +23.0% | -43.8% | -23.4% |
| 1Y | -33.2% | +41.0% | -74.2% | -37.0% |
| 3Y | -26.6% | +88.6% | -115.2% | -35.0% |
| All | -11.1% | +69.3% | -80.4% | -21.7% |
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