+52.5%
INCY vs VT
+221.4%
-168.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -0.5% | +1.0% | -1.5% | -1.2% |
| 30D | +3.2% | -0.2% | +3.4% | +3.4% |
| 3M | +23.6% | +4.5% | +19.1% | +19.3% |
| 6M | +29.7% | +14.1% | +15.6% | +17.1% |
| YTD | +25.9% | +14.8% | +11.2% | +13.3% |
| 1Y | +43.7% | +21.2% | +22.5% | +24.2% |
| 3Y | +94.4% | +76.6% | +17.9% | +26.0% |
| 5Y | +68.0% | +66.6% | +1.4% | +12.7% |
| 10Y | +52.5% | +222.3% | -169.7% | -45.7% |
| All | +52.5% | +221.4% | -168.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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