+1,250.4%
VUG vs INCY
+1,360.3%
-109.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.4% |
| 30D | -0.3% | +5.8% | -6.1% | -1.3% |
| 3M | -0.7% | +25.2% | -25.9% | -4.9% |
| 6M | +14.6% | +28.2% | -13.6% | +9.1% |
| YTD | +9.0% | +28.3% | -19.3% | +3.6% |
| 1Y | +14.9% | +48.3% | -33.5% | +6.1% |
| 3Y | +86.0% | +95.9% | -9.9% | +60.8% |
| 5Y | +76.7% | +66.6% | +10.1% | +56.3% |
| 10Y | +411.3% | +54.5% | +356.8% | +339.1% |
| All | +1,250.4% | +1,360.3% | -109.8% | +504.8% |
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