+98.0%
VCIT vs INCY
+1,554.7%
-1,456.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +1.9% | -2.3% | -0.4% |
| 30D | -0.8% | +5.8% | -6.6% | -0.8% |
| 3M | -1.0% | +25.2% | -26.2% | -1.1% |
| 6M | -1.8% | +28.2% | -30.1% | -2.0% |
| YTD | -0.7% | +28.3% | -29.0% | -0.8% |
| 1Y | +1.0% | +48.3% | -47.4% | +0.8% |
| 3Y | +18.8% | +95.9% | -77.1% | +18.4% |
| 5Y | +3.5% | +66.6% | -63.1% | +3.1% |
| 10Y | +29.2% | +54.5% | -25.3% | +29.0% |
| All | +98.0% | +1,554.7% | -1,456.7% | +105.6% |
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 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