+49.7%
INCY vs VICR
+1,679.8%
-1,630.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.6% | -2.5% |
| 7D | -4.2% | +5.0% | -9.1% | -4.7% |
| 30D | +0.6% | -12.5% | +13.1% | +1.5% |
| 3M | +12.6% | -33.6% | +46.3% | +15.4% |
| 6M | +28.3% | +10.7% | +17.7% | +22.7% |
| YTD | +23.0% | +80.6% | -57.6% | +11.2% |
| 1Y | +41.0% | +288.4% | -247.4% | +16.8% |
| 3Y | +88.6% | +213.8% | -125.2% | +53.2% |
| 5Y | +70.8% | +58.8% | +11.9% | +42.7% |
| All | +49.7% | +1,679.8% | -1,630.1% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling