+29.8%
INCY vs VT
+215.5%
-185.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -0.6% | -2.3% | +1.7% | +1.1% |
| 30D | +5.5% | -5.0% | +10.4% | +9.2% |
| 3M | +1.1% | -4.9% | +6.0% | +4.5% |
| 6M | +19.8% | -1.5% | +21.4% | +20.3% |
| YTD | +21.1% | +8.5% | +12.7% | +13.4% |
| 1Y | +13.7% | +11.4% | +2.4% | +4.4% |
| 3Y | +119.3% | +70.1% | +49.2% | +46.4% |
| 5Y | +76.3% | +53.7% | +22.6% | +26.0% |
| All | +29.8% | +215.5% | -185.7% | -51.2% |
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