+109.6%
INCY vs VLTO
+56.1%
+53.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | +1.5% | +2.0% | -0.5% | +0.9% |
| 30D | +8.1% | +21.8% | -13.7% | +1.5% |
| 3M | +1.1% | +20.2% | -19.1% | -4.7% |
| 6M | +23.7% | +36.3% | -12.7% | +12.3% |
| YTD | +23.4% | +18.8% | +4.6% | +16.1% |
| 1Y | +15.0% | +20.4% | -5.4% | +7.7% |
| 3Y | +132.1% | +71.9% | +60.2% | +108.7% |
| All | +109.6% | +56.1% | +53.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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