+720.5%
VSH vs INCY
+6,534.7%
-5,814.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | -11.1% | +3.2% | -14.3% | -11.8% |
| 3M | -44.9% | +23.6% | -68.5% | -47.8% |
| 6M | +90.0% | +29.7% | +60.3% | +78.0% |
| YTD | +118.8% | +25.9% | +92.8% | +106.0% |
| 1Y | +109.0% | +43.7% | +65.3% | +90.8% |
| 3Y | +35.6% | +94.4% | -58.8% | +15.2% |
| 5Y | +66.7% | +68.0% | -1.3% | +44.4% |
| 10Y | +167.9% | +52.5% | +115.4% | +126.1% |
| All | +720.5% | +6,534.7% | -5,814.2% | +153.8% |
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 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