+1,002.6%
VST vs INCY
+26.7%
+975.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.4% | +9.2% | +10.4% |
| 7D | -9.8% | -0.6% | -9.2% | -9.8% |
| 30D | -25.1% | +5.5% | -30.6% | -25.8% |
| 3M | -11.6% | +1.1% | -12.7% | -11.9% |
| 6M | -20.9% | +19.8% | -40.7% | -23.4% |
| YTD | -22.3% | +21.1% | -43.4% | -25.1% |
| 1Y | -32.0% | +13.7% | -45.7% | -33.9% |
| 3Y | +262.4% | +119.3% | +143.1% | +211.7% |
| 5Y | +563.4% | +76.3% | +487.0% | +487.3% |
| 10Y | +1,120.7% | +36.6% | +1,084.1% | +945.7% |
| All | +1,002.6% | +26.7% | +975.9% | +851.7% |
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 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