+2,723.0%
VRT vs INCY
+94.1%
+2,629.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.6% |
| 7D | +9.1% | +1.9% | +7.2% | +8.6% |
| 30D | +0.9% | +5.8% | -4.9% | -0.6% |
| 3M | -13.4% | +25.2% | -38.6% | -18.9% |
| 6M | +11.7% | +28.2% | -16.5% | +3.7% |
| YTD | +73.2% | +28.3% | +44.9% | +60.5% |
| 1Y | +123.4% | +48.3% | +75.1% | +98.5% |
| 3Y | +606.2% | +95.9% | +510.2% | +460.0% |
| 5Y | +899.9% | +66.6% | +833.3% | +731.7% |
| All | +2,723.0% | +94.1% | +2,629.0% | +2,132.6% |
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 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