+34.0%
VSH vs INCY
+96.8%
-62.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +3.5% | -2.2% | +5.7% | +4.0% |
| 30D | -4.4% | +3.7% | -8.0% | -5.2% |
| 3M | -45.8% | +22.1% | -67.9% | -49.2% |
| 6M | +90.1% | +29.8% | +60.4% | +73.8% |
| YTD | +120.3% | +27.6% | +92.7% | +102.0% |
| 1Y | +112.2% | +47.2% | +65.0% | +82.9% |
| All | +34.0% | +96.8% | -62.8% | -3.2% |
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