+580.9%
VRSK vs INCY
+1,715.7%
-1,134.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -5.2% | -4.2% | -1.0% | -4.6% |
| 30D | -2.3% | +0.6% | -2.9% | -2.4% |
| 3M | -2.9% | +12.6% | -15.6% | -4.6% |
| 6M | -12.8% | +28.3% | -41.1% | -15.9% |
| YTD | -20.8% | +23.0% | -43.8% | -23.3% |
| 1Y | -33.2% | +41.0% | -74.2% | -36.6% |
| 3Y | -26.6% | +88.6% | -115.2% | -33.8% |
| 5Y | -11.3% | +70.8% | -82.1% | -19.5% |
| 10Y | +126.1% | +53.5% | +72.6% | +101.0% |
| All | +580.9% | +1,715.7% | -1,134.8% | +367.2% |
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 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