+0.3%
VCIT vs INCY
+43.8%
-43.5%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -0.8% | +3.2% | -3.9% | -0.9% |
| 3M | -0.5% | +23.6% | -24.1% | -1.2% |
| 6M | -1.4% | +29.7% | -31.1% | -2.2% |
| YTD | -0.8% | +25.9% | -26.7% | -1.6% |
| 1Y | +0.3% | +43.7% | -43.4% | -0.9% |
| All | +0.3% | +43.8% | -43.5% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling