+404.6%
VIAV vs INCY
+54.2%
+350.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | +11.2% | -4.2% | +15.3% | +12.2% |
| 30D | -10.1% | +0.6% | -10.7% | -10.4% |
| 3M | -22.9% | +12.6% | -35.5% | -25.7% |
| 6M | +28.8% | +28.3% | +0.5% | +19.7% |
| YTD | +117.5% | +23.0% | +94.5% | +104.1% |
| 1Y | +216.1% | +41.0% | +175.1% | +186.7% |
| 3Y | +292.2% | +88.6% | +203.6% | +224.5% |
| 5Y | +141.0% | +70.8% | +70.2% | +102.0% |
| All | +404.6% | +54.2% | +350.3% | +295.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling