+62.5%
VUG vs INCY
+83.5%
-21.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | -6.3% | +8.4% | -14.7% | -7.7% |
| 3M | -6.0% | +0.4% | -6.4% | -6.3% |
| 6M | -3.5% | +22.4% | -26.0% | -8.1% |
| YTD | +3.9% | +22.5% | -18.6% | -1.4% |
| 1Y | +5.1% | +14.8% | -9.7% | +1.1% |
| 3Y | +77.9% | +127.7% | -49.9% | +37.3% |
| All | +62.5% | +83.5% | -21.0% | +37.1% |
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