-100.0%
VIVK vs INCY
+89.7%
-189.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.3% |
| 7D | -4.4% | -4.2% | -0.2% | -4.1% |
| 30D | -40.8% | +0.6% | -41.4% | -40.8% |
| 3M | -94.1% | +12.6% | -106.8% | -94.2% |
| 6M | -98.2% | +28.3% | -126.5% | -98.2% |
| YTD | -98.0% | +23.0% | -121.0% | -98.1% |
| 1Y | -100.0% | +41.0% | -140.9% | -100.0% |
| 3Y | -100.0% | +88.6% | -188.6% | -100.0% |
| All | -100.0% | +89.7% | -189.7% | -100.0% |
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