+49.7%
INCY vs VTEB
+17.9%
+31.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.7% |
| 7D | -4.2% | -0.9% | -3.2% | -3.6% |
| 30D | +0.6% | -2.5% | +3.1% | +2.1% |
| 3M | +12.6% | -3.0% | +15.6% | +14.7% |
| 6M | +28.3% | -2.1% | +30.4% | +30.0% |
| YTD | +23.0% | -1.5% | +24.5% | +24.2% |
| 1Y | +41.0% | +0.2% | +40.8% | +41.1% |
| 3Y | +88.6% | +8.6% | +80.0% | +81.2% |
| 5Y | +70.8% | +1.2% | +69.6% | +69.1% |
| All | +49.7% | +17.9% | +31.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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