+19.4%
INCY vs VICR
+76.0%
-56.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.1% | +15.6% | +4.6% |
| 7D | +5.1% | -26.6% | +31.7% | +5.7% |
| 30D | +7.6% | -47.9% | +55.6% | +9.2% |
| 3M | +1.9% | -29.8% | +31.6% | +1.9% |
| 6M | +26.5% | -36.6% | +63.1% | +23.9% |
| YTD | +24.4% | +45.1% | -20.8% | +3.4% |
| 1Y | +19.4% | +80.0% | -60.7% | -6.1% |
| All | +19.4% | +76.0% | -56.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling