+225.7%
VIK vs INCY
+134.2%
+91.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -0.9% | -4.2% | +3.2% | +0.2% |
| 30D | -18.4% | +0.6% | -19.0% | -18.7% |
| 3M | -8.8% | +12.6% | -21.4% | -12.5% |
| 6M | +17.1% | +28.3% | -11.2% | +7.9% |
| YTD | +19.0% | +23.0% | -3.9% | +10.7% |
| 1Y | +30.1% | +41.0% | -10.8% | +16.1% |
| All | +225.7% | +134.2% | +91.5% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling