+4.1%
VCIT vs INCY
+83.5%
-79.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.6% | +8.4% | -7.9% | +0.2% |
| 3M | -2.2% | +0.4% | -2.6% | -2.3% |
| 6M | -2.3% | +22.4% | -24.7% | -3.3% |
| YTD | -2.2% | +22.5% | -24.7% | -3.2% |
| 1Y | -1.4% | +14.8% | -16.1% | -2.2% |
| 3Y | +18.7% | +127.7% | -109.0% | +13.1% |
| All | +4.1% | +83.5% | -79.4% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling