+644.6%
VRT vs INCY
+95.0%
+549.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.5% | +3.8% |
| 7D | +13.6% | -0.5% | +14.1% | +13.6% |
| 30D | +6.8% | +3.2% | +3.6% | +6.5% |
| 3M | -3.2% | +23.6% | -26.8% | -5.3% |
| 6M | +20.3% | +29.7% | -9.3% | +16.9% |
| YTD | +79.6% | +25.9% | +53.6% | +75.2% |
| 1Y | +139.0% | +43.7% | +95.3% | +131.3% |
| 3Y | +644.6% | +94.4% | +550.2% | +572.6% |
| All | +644.6% | +95.0% | +549.7% | +572.6% |
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