+1,495.3%
INCY vs VT
+346.0%
+1,149.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | -0.6% | -2.3% | +1.7% | +1.9% |
| 30D | +5.5% | -5.0% | +10.4% | +11.1% |
| 3M | +1.1% | -4.9% | +6.0% | +6.3% |
| 6M | +19.8% | -1.5% | +21.4% | +20.4% |
| YTD | +21.1% | +8.5% | +12.7% | +9.5% |
| 1Y | +13.7% | +11.4% | +2.4% | -0.1% |
| 3Y | +119.3% | +70.1% | +49.2% | +18.8% |
| 5Y | +76.3% | +53.7% | +22.6% | +3.5% |
| 10Y | +36.6% | +220.0% | -183.3% | -68.7% |
| All | +1,495.3% | +346.0% | +1,149.3% | +137.4% |
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