+28.6%
VCIT vs INCY
+54.2%
-25.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -1.1% |
| 30D | -1.6% | +0.6% | -2.1% | -1.6% |
| 3M | -2.3% | +12.6% | -15.0% | -2.6% |
| 6M | -1.9% | +28.3% | -30.2% | -2.5% |
| YTD | -1.8% | +23.0% | -24.8% | -2.4% |
| 1Y | -1.2% | +41.0% | -42.1% | -2.1% |
| 3Y | +18.1% | +88.6% | -70.5% | +16.0% |
| 5Y | +2.3% | +70.8% | -68.5% | +0.6% |
| All | +28.6% | +54.2% | -25.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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