+119.3%
INCY vs VLTO
+69.5%
+49.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -0.6% | +5.4% | -6.0% | -2.4% |
| 30D | +5.5% | +22.3% | -16.8% | -1.7% |
| 3M | +1.1% | +19.6% | -18.5% | -5.1% |
| 6M | +19.8% | +35.2% | -15.3% | +8.0% |
| YTD | +21.1% | +17.9% | +3.3% | +13.7% |
| 1Y | +13.7% | +19.5% | -5.8% | +6.2% |
| 3Y | +119.3% | +73.9% | +45.3% | +85.9% |
| All | +119.3% | +69.5% | +49.8% | +85.9% |
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