+1,590.0%
INCY vs VT
+374.2%
+1,215.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | +5.8% | +1.0% | +4.8% | +4.7% |
| 3M | +25.2% | +2.4% | +22.8% | +21.2% |
| 6M | +28.2% | +12.0% | +16.2% | +12.4% |
| YTD | +28.3% | +15.3% | +13.0% | +9.0% |
| 1Y | +48.3% | +22.6% | +25.8% | +17.8% |
| 3Y | +95.9% | +74.7% | +21.3% | +3.4% |
| 5Y | +66.6% | +66.1% | +0.4% | -10.0% |
| 10Y | +54.5% | +225.0% | -170.5% | -64.7% |
| All | +1,590.0% | +374.2% | +1,215.8% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling