+32.1%
VSH vs INCY
+132.2%
-100.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +14.3% | +1.1% | +13.2% | +14.2% |
| 30D | -7.9% | +8.4% | -16.3% | -9.2% |
| 3M | -19.9% | +0.4% | -20.2% | -20.0% |
| 6M | -30.5% | +22.4% | -52.9% | -35.4% |
| YTD | +85.7% | +22.5% | +63.2% | +71.5% |
| 1Y | +98.9% | +14.8% | +84.2% | +87.6% |
| 3Y | +32.1% | +127.7% | -95.6% | -1.3% |
| All | +32.1% | +132.2% | -100.1% | -1.3% |
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