+237.5%
VIK vs INCY
+139.8%
+97.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.2% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | -16.7% | +3.2% | -19.9% | -17.6% |
| 3M | -1.1% | +23.6% | -24.7% | -7.6% |
| 6M | +27.8% | +29.7% | -1.8% | +17.5% |
| YTD | +23.3% | +25.9% | -2.6% | +14.0% |
| 1Y | +38.2% | +43.7% | -5.5% | +22.7% |
| All | +237.5% | +139.8% | +97.6% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling