+1,934.0%
VRT vs INCY
+85.2%
+1,848.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +10.5% | +1.1% | +9.4% | +10.3% |
| 30D | -9.3% | +8.4% | -17.7% | -11.1% |
| 3M | -29.6% | +0.4% | -30.0% | -30.0% |
| 6M | -45.4% | +22.4% | -67.8% | -48.9% |
| YTD | +24.8% | +22.5% | +2.3% | +16.6% |
| 1Y | +23.6% | +14.8% | +8.9% | +17.3% |
| 3Y | +379.7% | +127.7% | +251.9% | +259.2% |
| 5Y | +660.3% | +84.4% | +576.0% | +516.1% |
| All | +1,934.0% | +85.2% | +1,848.8% | +1,521.5% |
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