+89.6%
VRT vs INCY
+41.2%
+48.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | -8.4% | -4.2% | -4.2% | -8.1% |
| 30D | -10.9% | +0.6% | -11.4% | -11.0% |
| 3M | -13.7% | +12.6% | -26.3% | -15.8% |
| 6M | -4.1% | +28.3% | -32.5% | -10.3% |
| YTD | +58.7% | +23.0% | +35.8% | +50.5% |
| 1Y | +89.6% | +41.0% | +48.7% | +75.0% |
| All | +89.6% | +41.2% | +48.4% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling