+36.0%
VIK vs INCY
+45.3%
-9.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | -3.0% | +1.9% | -5.0% | -3.6% |
| 30D | -20.7% | +5.8% | -26.5% | -22.1% |
| 3M | -4.6% | +25.2% | -29.8% | -12.0% |
| 6M | +14.0% | +28.2% | -14.2% | +3.4% |
| YTD | +20.2% | +28.3% | -8.2% | +8.9% |
| 1Y | +36.0% | +48.3% | -12.3% | +17.8% |
| All | +36.0% | +45.3% | -9.2% | +17.8% |
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 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