+596.2%
VSH vs INCY
+6,351.7%
-5,755.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | -19.9% | +0.4% | -20.2% | -20.2% |
| 6M | -30.5% | +22.4% | -52.9% | -34.3% |
| YTD | +85.7% | +22.5% | +63.2% | +75.4% |
| 1Y | +98.9% | +14.8% | +84.2% | +90.2% |
| 3Y | +32.1% | +127.7% | -95.6% | +8.4% |
| 5Y | +39.7% | +84.4% | -44.7% | +18.8% |
| 10Y | +117.6% | +15.7% | +101.8% | +94.1% |
| All | +596.2% | +6,351.7% | -5,755.5% | +116.0% |
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