+75.3%
VIAV vs INCY
+20.6%
+54.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -1.7% |
| 7D | -14.7% | +5.1% | -19.9% | -14.2% |
| 30D | -37.4% | +7.6% | -45.0% | -36.8% |
| 3M | -27.1% | +1.9% | -29.0% | -26.6% |
| 6M | -44.0% | +26.5% | -70.5% | -46.9% |
| YTD | +64.9% | +24.4% | +40.5% | +55.6% |
| 1Y | +75.3% | +19.4% | +55.9% | +69.0% |
| All | +75.3% | +20.6% | +54.7% | +69.0% |
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