+76.0%
VUG vs INCY
+69.9%
+6.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | -1.7% | +3.7% | -5.4% | -2.4% |
| 3M | +2.8% | +22.1% | -19.2% | -1.5% |
| 6M | +13.6% | +29.8% | -16.2% | +7.3% |
| YTD | +8.1% | +27.6% | -19.5% | +2.2% |
| 1Y | +13.1% | +47.2% | -34.1% | +3.3% |
| 3Y | +87.0% | +97.0% | -10.0% | +55.9% |
| 5Y | +76.0% | +73.4% | +2.6% | +50.7% |
| All | +76.0% | +69.9% | +6.1% | +50.7% |
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