+425.8%
VRTX vs INCY
+56.5%
+369.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.4% |
| 7D | -7.8% | -3.7% | -4.1% | -6.3% |
| 30D | -2.8% | +1.8% | -4.7% | -3.6% |
| 3M | +18.1% | +17.0% | +1.1% | +10.3% |
| 6M | +3.1% | +28.4% | -25.3% | -7.6% |
| YTD | +13.5% | +24.8% | -11.3% | +2.6% |
| 1Y | +32.4% | +42.9% | -10.5% | +12.3% |
| 3Y | +50.0% | +92.7% | -42.7% | +7.8% |
| 5Y | +172.9% | +73.3% | +99.5% | +102.5% |
| All | +425.8% | +56.5% | +369.3% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling