+769.3%
VST vs INCY
+67.3%
+702.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +8.9% | +1.9% | +7.0% | +8.8% |
| 30D | +6.2% | +5.8% | +0.4% | +5.8% |
| 3M | -2.7% | +25.2% | -27.9% | -4.7% |
| 6M | -8.4% | +28.2% | -36.6% | -10.5% |
| YTD | -7.2% | +28.3% | -35.5% | -9.6% |
| 1Y | -20.9% | +48.3% | -69.2% | -24.2% |
| 3Y | +384.0% | +95.9% | +288.1% | +344.5% |
| All | +769.3% | +67.3% | +702.1% | +702.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling