+88.6%
INCY vs VICR
+209.3%
-120.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.6% | -2.0% |
| 7D | -4.2% | +5.0% | -9.1% | -4.4% |
| 30D | +0.6% | -12.5% | +13.1% | +1.1% |
| 3M | +12.6% | -33.6% | +46.3% | +14.3% |
| 6M | +28.3% | +10.7% | +17.7% | +23.9% |
| YTD | +23.0% | +80.6% | -57.6% | +14.7% |
| 1Y | +41.0% | +288.4% | -247.4% | +25.2% |
| 3Y | +88.6% | +213.8% | -125.2% | +62.2% |
| All | +88.6% | +209.3% | -120.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling