+28.2%
VRT vs INCY
+13.5%
+14.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +18.6% | +3.1% | +15.5% | +18.7% |
| 30D | -11.7% | +12.0% | -23.7% | -11.3% |
| 3M | -27.3% | +0.8% | -28.1% | -26.9% |
| 6M | -42.9% | +22.8% | -65.6% | -45.3% |
| YTD | +29.5% | +23.2% | +6.3% | +22.3% |
| All | +28.2% | +13.5% | +14.8% | +24.2% |
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 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