+41.0%
INCY vs VTEB
+0.4%
+40.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -2.4% |
| 7D | -4.2% | -0.9% | -3.2% | -1.8% |
| 30D | +0.6% | -2.5% | +3.1% | +8.0% |
| 3M | +12.6% | -3.0% | +15.6% | +22.3% |
| 6M | +28.3% | -2.1% | +30.4% | +36.2% |
| YTD | +23.0% | -1.5% | +24.5% | +27.0% |
| 1Y | +41.0% | +0.2% | +40.8% | +36.5% |
| All | +41.0% | +0.4% | +40.6% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling