+1,187.3%
VUG vs INCY
+1,293.7%
-106.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -6.0% | +0.4% | -6.4% | -6.3% |
| 6M | -3.5% | +22.4% | -26.0% | -7.5% |
| YTD | +3.9% | +22.5% | -18.6% | -0.6% |
| 1Y | +5.1% | +14.8% | -9.7% | +1.6% |
| 3Y | +77.9% | +127.7% | -49.9% | +49.6% |
| 5Y | +62.4% | +84.4% | -22.0% | +41.3% |
| 10Y | +399.4% | +15.7% | +383.7% | +350.4% |
| All | +1,187.3% | +1,293.7% | -106.4% | +480.3% |
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