+21.3%
INCY vs VTEB
+25.1%
-3.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | -3.7% | -1.2% | -2.5% | -3.1% |
| 30D | +1.8% | -2.9% | +4.7% | +3.4% |
| 3M | +17.0% | -3.2% | +20.1% | +18.9% |
| 6M | +28.4% | -2.6% | +31.0% | +30.2% |
| YTD | +24.8% | -1.8% | +26.6% | +26.1% |
| 1Y | +42.9% | +0.2% | +42.7% | +43.1% |
| 3Y | +92.7% | +8.2% | +84.5% | +86.8% |
| 5Y | +73.3% | +0.8% | +72.5% | +71.9% |
| 10Y | +55.8% | +17.7% | +38.1% | +71.5% |
| All | +21.3% | +25.1% | -3.8% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling