-100.0%
VIVK vs INCY
+1,809.2%
-1,909.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -6.4% |
| 7D | -7.9% | -2.2% | -5.7% | -7.8% |
| 30D | -42.0% | +3.7% | -45.6% | -42.0% |
| 3M | -92.5% | +22.1% | -114.6% | -92.6% |
| 6M | -98.0% | +29.8% | -127.8% | -98.0% |
| YTD | -97.9% | +27.6% | -125.5% | -97.9% |
| 1Y | -100.0% | +47.2% | -147.2% | -100.0% |
| 3Y | -100.0% | +97.0% | -196.9% | -100.0% |
| 5Y | -100.0% | +73.4% | -173.3% | -100.0% |
| 10Y | -100.0% | +59.2% | -159.2% | -100.0% |
| All | -100.0% | +1,809.2% | -1,909.2% | -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 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