+49.7%
INCY vs VSAT
+3.3%
+46.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -4.2% | -1.3% | -2.8% | -4.1% |
| 30D | +0.6% | -14.8% | +15.4% | +1.9% |
| 3M | +12.6% | +2.2% | +10.4% | +11.4% |
| 6M | +28.3% | +60.2% | -31.9% | +20.5% |
| YTD | +23.0% | +115.6% | -92.7% | +11.6% |
| 1Y | +41.0% | +132.9% | -91.9% | +26.0% |
| 3Y | +88.6% | +216.1% | -127.5% | +52.2% |
| 5Y | +70.8% | +52.9% | +17.9% | +45.5% |
| All | +49.7% | +3.3% | +46.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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