+85.6%
INCY vs VSAT
+25.1%
+60.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | +1.1% | +5.9% | -4.8% | +0.7% |
| 30D | +8.4% | +9.7% | -1.3% | +7.5% |
| 3M | +0.4% | -18.3% | +18.7% | +1.1% |
| 6M | +22.4% | -4.1% | +26.5% | +21.1% |
| YTD | +22.5% | +96.5% | -74.0% | +14.9% |
| 1Y | +14.8% | +89.3% | -74.5% | +7.6% |
| 3Y | +127.7% | +270.1% | -142.3% | +94.0% |
| All | +85.6% | +25.1% | +60.5% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling