+75.8%
VXUS vs INCY
+95.0%
-19.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +1.0% | +3.2% | -2.2% | +0.7% |
| 3M | +5.7% | +23.6% | -18.0% | +3.2% |
| 6M | +13.6% | +29.7% | -16.1% | +10.2% |
| YTD | +17.4% | +25.9% | -8.5% | +14.1% |
| 1Y | +25.1% | +43.7% | -18.6% | +19.8% |
| 3Y | +75.8% | +94.4% | -18.6% | +58.9% |
| All | +75.8% | +95.0% | -19.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling