+641.5%
VZ vs INCY
+6,281.3%
-5,639.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +2.1% | -0.6% | +2.8% | +2.2% |
| 30D | +1.4% | +5.5% | -4.1% | +1.1% |
| 3M | -1.3% | +1.1% | -2.3% | -1.4% |
| 6M | -0.5% | +19.8% | -20.4% | -1.6% |
| YTD | +19.6% | +21.1% | -1.5% | +18.1% |
| 1Y | +22.4% | +13.7% | +8.6% | +21.2% |
| 3Y | +55.9% | +119.3% | -63.4% | +48.2% |
| 5Y | +20.4% | +76.3% | -55.9% | +15.6% |
| 10Y | +66.9% | +36.6% | +30.3% | +59.5% |
| All | +641.5% | +6,281.3% | -5,639.9% | +411.7% |
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