+18.3%
VMC vs INCY
+92.5%
-74.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -3.7% | -3.7% | 0.0% | -3.1% |
| 30D | -12.8% | +1.8% | -14.6% | -13.1% |
| 3M | -7.9% | +17.0% | -24.9% | -10.4% |
| 6M | -7.5% | +28.4% | -35.9% | -11.5% |
| YTD | -11.6% | +24.8% | -36.4% | -15.3% |
| 1Y | -14.3% | +42.9% | -57.2% | -19.8% |
| All | +18.3% | +92.5% | -74.2% | +4.3% |
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 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