+6,849.7%
VRTX vs INCY
+6,351.7%
+497.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +8.0% | +8.4% | -0.4% | +5.4% |
| 3M | +4.3% | +0.4% | +3.9% | +4.2% |
| 6M | +18.9% | +22.4% | -3.5% | +11.6% |
| YTD | +18.8% | +22.5% | -3.7% | +11.2% |
| 1Y | +24.0% | +14.8% | +9.2% | +18.2% |
| 3Y | +42.1% | +127.7% | -85.6% | +7.7% |
| 5Y | +187.6% | +84.4% | +103.2% | +130.7% |
| 10Y | +485.4% | +15.7% | +469.7% | +415.5% |
| All | +6,849.7% | +6,351.7% | +497.9% | +1,793.4% |
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