+63.4%
VSH vs INCY
+20.6%
+42.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.5% | -4.1% |
| 7D | -13.6% | +5.1% | -18.8% | -12.5% |
| 30D | -30.4% | +7.6% | -38.0% | -29.0% |
| 3M | -33.3% | +1.9% | -35.1% | -32.5% |
| 6M | -15.1% | +26.5% | -41.5% | -15.5% |
| YTD | +80.2% | +24.4% | +55.8% | +78.3% |
| 1Y | +63.4% | +19.4% | +44.0% | +61.6% |
| All | +63.4% | +20.6% | +42.7% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling