+414.3%
VUG vs INCY
+54.2%
+360.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.5% | -4.2% | +3.7% | +0.4% |
| 30D | -1.0% | +0.6% | -1.5% | -1.2% |
| 3M | +3.5% | +12.6% | -9.1% | +0.3% |
| 6M | +14.2% | +28.3% | -14.1% | +7.1% |
| YTD | +8.5% | +23.0% | -14.5% | +2.5% |
| 1Y | +12.9% | +41.0% | -28.1% | +2.9% |
| 3Y | +85.6% | +88.6% | -3.0% | +53.9% |
| 5Y | +78.1% | +70.8% | +7.3% | +50.3% |
| All | +414.3% | +54.2% | +360.1% | +319.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling