+73.3%
INCY vs VCLT
-17.3%
+90.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | +1.8% | -1.1% | +2.9% | +2.3% |
| 3M | +17.0% | -3.7% | +20.7% | +18.9% |
| 6M | +28.4% | -4.0% | +32.4% | +30.7% |
| YTD | +24.8% | -3.4% | +28.2% | +26.8% |
| 1Y | +42.9% | -4.1% | +47.1% | +45.6% |
| 3Y | +92.7% | +11.0% | +81.7% | +87.4% |
| 5Y | +73.3% | -17.0% | +90.3% | +69.0% |
| All | +73.3% | -17.3% | +90.6% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling