+15.3%
INCY vs VT
+221.8%
-206.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +1.1% | +2.4% | -1.2% | -0.5% |
| 30D | +8.4% | -1.5% | +9.9% | +9.5% |
| 3M | +0.4% | -4.1% | +4.5% | +3.2% |
| 6M | +22.4% | +0.6% | +21.9% | +21.1% |
| YTD | +22.5% | +11.0% | +11.4% | +12.8% |
| 1Y | +14.8% | +13.3% | +1.4% | +4.1% |
| 3Y | +127.7% | +73.4% | +54.3% | +50.1% |
| 5Y | +84.4% | +57.4% | +26.9% | +29.6% |
| All | +15.3% | +221.8% | -206.4% | -55.6% |
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