+14.9%
INCY vs VT
+217.6%
-202.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.5% |
| 30D | +6.7% | -3.1% | +9.7% | +8.9% |
| 3M | -1.0% | -3.5% | +2.5% | +1.3% |
| 6M | +22.1% | +0.5% | +21.6% | +20.8% |
| YTD | +21.8% | +10.8% | +11.0% | +12.3% |
| 1Y | +13.5% | +11.9% | +1.6% | +3.9% |
| 3Y | +129.4% | +73.0% | +56.4% | +51.4% |
| 5Y | +84.0% | +58.6% | +25.4% | +28.5% |
| 10Y | +14.9% | +219.2% | -204.3% | -55.1% |
| All | +14.9% | +217.6% | -202.8% | -55.1% |
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