+96.1%
VCIT vs INCY
+1,462.0%
-1,365.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +1.9% | +5.5% | -3.6% | +1.9% |
| 3M | -1.4% | +1.1% | -2.5% | -1.5% |
| 6M | -2.1% | +19.8% | -22.0% | -2.2% |
| YTD | -1.6% | +21.1% | -22.8% | -1.8% |
| 1Y | -0.9% | +13.7% | -14.6% | -1.0% |
| 3Y | +20.0% | +119.3% | -99.3% | +19.5% |
| 5Y | +3.1% | +76.3% | -73.2% | +2.8% |
| 10Y | +28.7% | +36.6% | -7.9% | +28.5% |
| All | +96.1% | +1,462.0% | -1,365.9% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling