+127.7%
INCY vs VLTO
+70.6%
+57.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | +8.4% | +17.5% | -9.0% | +2.5% |
| 3M | +0.4% | +21.4% | -21.0% | -6.3% |
| 6M | +22.4% | +38.1% | -15.7% | +9.6% |
| YTD | +22.5% | +19.0% | +3.5% | +14.6% |
| 1Y | +14.8% | +20.7% | -5.9% | +6.8% |
| 3Y | +127.7% | +64.3% | +63.4% | +96.4% |
| All | +127.7% | +70.6% | +57.1% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling