+6,901.5%
VRTX vs INCY
+6,390.7%
+510.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | +11.8% | +12.0% | -0.2% | +8.1% |
| 3M | +3.2% | +0.8% | +2.4% | +3.0% |
| 6M | +21.0% | +22.8% | -1.7% | +13.5% |
| YTD | +19.7% | +23.2% | -3.5% | +11.8% |
| 1Y | +25.0% | +12.4% | +12.6% | +19.8% |
| 3Y | +45.2% | +132.1% | -86.9% | +9.5% |
| 5Y | +189.7% | +85.5% | +104.2% | +132.0% |
| 10Y | +489.8% | +16.4% | +473.4% | +418.4% |
| All | +6,901.5% | +6,390.7% | +510.9% | +1,804.1% |
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