+183.8%
VXUS vs INCY
+732.8%
-549.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.0% | +1.9% | -0.9% | +0.7% |
| 30D | +2.2% | +5.8% | -3.6% | +1.3% |
| 3M | +3.0% | +25.2% | -22.2% | -0.7% |
| 6M | +10.7% | +28.2% | -17.6% | +6.2% |
| YTD | +17.8% | +28.3% | -10.5% | +12.9% |
| 1Y | +27.6% | +48.3% | -20.8% | +19.4% |
| 3Y | +73.3% | +95.9% | -22.6% | +53.3% |
| 5Y | +54.3% | +66.6% | -12.2% | +38.9% |
| 10Y | +149.8% | +54.5% | +95.3% | +116.8% |
| All | +183.8% | +732.8% | -549.0% | +61.2% |
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