+6,724.5%
VRTX vs INCY
+6,534.7%
+189.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.6% | +3.2% | +3.4% | +5.7% |
| 3M | +19.4% | +23.6% | -4.2% | +11.8% |
| 6M | +15.8% | +29.7% | -13.9% | +6.8% |
| YTD | +16.7% | +25.9% | -9.3% | +8.3% |
| 1Y | +33.8% | +43.7% | -9.9% | +18.9% |
| 3Y | +54.2% | +94.4% | -40.3% | +22.4% |
| 5Y | +176.4% | +68.0% | +108.4% | +127.4% |
| 10Y | +443.5% | +52.5% | +391.0% | +342.3% |
| All | +6,724.5% | +6,534.7% | +189.8% | +1,744.4% |
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