+221.9%
VIK vs INCY
+137.7%
+84.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.7% |
| 7D | -1.8% | -3.7% | +1.9% | -0.9% |
| 30D | -17.3% | +1.8% | -19.1% | -17.8% |
| 3M | -5.1% | +17.0% | -22.0% | -9.9% |
| 6M | +16.2% | +28.4% | -12.2% | +7.1% |
| YTD | +17.6% | +24.8% | -7.2% | +9.0% |
| 1Y | +33.5% | +42.9% | -9.4% | +18.7% |
| All | +221.9% | +137.7% | +84.2% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling