+318.8%
VWO vs INCY
+1,600.4%
-1,281.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.1% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -0.3% | +1.8% | -2.1% | -0.7% |
| 3M | +4.0% | +17.0% | -13.0% | +0.2% |
| 6M | +8.1% | +28.4% | -20.3% | +2.0% |
| YTD | +11.6% | +24.8% | -13.2% | +5.7% |
| 1Y | +16.2% | +42.9% | -26.7% | +6.7% |
| 3Y | +63.3% | +92.7% | -29.4% | +37.7% |
| 5Y | +33.4% | +73.3% | -40.0% | +13.6% |
| 10Y | +113.3% | +55.8% | +57.5% | +73.6% |
| All | +318.8% | +1,600.4% | -1,281.6% | +29.1% |
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 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