+1,571.2%
INCY vs VCLT
+102.9%
+1,468.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +3.7% | +0.1% | +3.6% | +3.7% |
| 3M | +22.1% | -2.9% | +24.9% | +22.3% |
| 6M | +29.8% | -4.0% | +33.7% | +30.1% |
| YTD | +27.6% | -2.2% | +29.8% | +27.8% |
| 1Y | +47.2% | -2.6% | +49.8% | +47.5% |
| 3Y | +97.0% | +12.3% | +84.7% | +97.0% |
| 5Y | +73.4% | -16.4% | +89.7% | +67.9% |
| 10Y | +59.2% | +18.1% | +41.2% | +75.4% |
| All | +1,571.2% | +102.9% | +1,468.3% | +3,092.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling