+95.6%
INCY vs VSAT
+199.8%
-104.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.6% |
| 7D | -2.2% | +3.5% | -5.7% | -2.4% |
| 30D | +3.7% | -14.7% | +18.4% | +4.4% |
| 3M | +22.1% | +13.2% | +8.9% | +20.6% |
| 6M | +29.8% | +57.4% | -27.6% | +25.4% |
| YTD | +27.6% | +110.0% | -82.4% | +21.3% |
| 1Y | +47.2% | +134.4% | -87.2% | +38.6% |
| All | +95.6% | +199.8% | -104.1% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling