+1,163.7%
INCY vs VSAT
+1,536.8%
-373.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.6% |
| 7D | -0.5% | +17.3% | -17.8% | -4.3% |
| 30D | +3.2% | -3.3% | +6.5% | +3.7% |
| 3M | +23.6% | +18.7% | +4.9% | +15.2% |
| 6M | +29.7% | +77.6% | -47.9% | +7.2% |
| YTD | +25.9% | +125.6% | -99.7% | -3.4% |
| 1Y | +43.7% | +158.3% | -114.6% | +3.9% |
| 3Y | +94.4% | +226.1% | -131.7% | +6.2% |
| 5Y | +68.0% | +54.7% | +13.3% | +1.0% |
| 10Y | +52.5% | +3.5% | +49.0% | -8.3% |
| All | +1,163.7% | +1,536.8% | -373.1% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling