-0.9%
VCIT vs INCY
+15.3%
-16.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +1.5% | +9.8% | -8.3% | +1.1% |
| 3M | -1.0% | +1.0% | -1.9% | -1.0% |
| 6M | -1.7% | +21.9% | -23.5% | -2.4% |
| YTD | -1.4% | +23.8% | -25.1% | -2.4% |
| 1Y | -0.9% | +13.0% | -14.0% | -1.4% |
| All | -0.9% | +15.3% | -16.3% | -1.4% |
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