+73.1%
VSH vs INCY
+69.3%
+3.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.5% |
| 7D | +4.8% | -4.2% | +8.9% | +5.8% |
| 30D | -0.7% | +0.6% | -1.3% | -0.9% |
| 3M | -43.1% | +12.6% | -55.7% | -45.5% |
| 6M | +91.8% | +28.3% | +63.5% | +75.8% |
| YTD | +131.6% | +23.0% | +108.6% | +114.7% |
| 1Y | +118.1% | +41.0% | +77.1% | +92.0% |
| 3Y | +40.9% | +88.6% | -47.7% | +11.1% |
| All | +73.1% | +69.3% | +3.8% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling