+146.2%
VXUS vs INCY
+15.3%
+130.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | -1.1% | +8.4% | -9.5% | -2.4% |
| 3M | -5.6% | +0.4% | -6.0% | -5.8% |
| 6M | -2.3% | +22.4% | -24.7% | -5.8% |
| YTD | +10.4% | +22.5% | -12.1% | +6.0% |
| 1Y | +13.1% | +14.8% | -1.7% | +9.7% |
| 3Y | +68.0% | +127.7% | -59.7% | +42.6% |
| 5Y | +45.8% | +84.4% | -38.6% | +27.8% |
| All | +146.2% | +15.3% | +130.9% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling