+49.7%
INCY vs VCLT
+17.1%
+32.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | +0.6% | -1.2% | +1.8% | +1.0% |
| 3M | +12.6% | -4.8% | +17.4% | +14.7% |
| 6M | +28.3% | -2.6% | +30.9% | +29.6% |
| YTD | +23.0% | -3.3% | +26.3% | +24.6% |
| 1Y | +41.0% | -4.8% | +45.8% | +43.6% |
| 3Y | +88.6% | +11.5% | +77.1% | +82.8% |
| 5Y | +70.8% | -17.0% | +87.8% | +78.7% |
| All | +49.7% | +17.1% | +32.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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