+50.1%
VRTX vs INCY
+96.8%
-46.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -6.4% | -2.2% | -4.2% | -5.8% |
| 30D | -0.5% | +3.7% | -4.2% | -1.5% |
| 3M | +16.9% | +22.1% | -5.2% | +10.3% |
| 6M | +13.1% | +29.8% | -16.7% | +4.6% |
| YTD | +14.9% | +27.6% | -12.6% | +6.8% |
| 1Y | +31.4% | +47.2% | -15.8% | +17.3% |
| All | +50.1% | +96.8% | -46.7% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling