+24.0%
VXUS vs INCY
+46.9%
-22.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | +0.7% | +3.7% | -3.0% | +0.3% |
| 3M | +4.8% | +22.1% | -17.3% | +2.3% |
| 6M | +11.3% | +29.8% | -18.4% | +7.4% |
| YTD | +16.5% | +27.6% | -11.1% | +12.4% |
| All | +24.0% | +46.9% | -22.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling