+1,216.9%
VST vs INCY
+34.2%
+1,182.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +8.9% | +1.9% | +7.0% | +8.6% |
| 30D | +6.2% | +5.8% | +0.4% | +5.4% |
| 3M | -2.7% | +25.2% | -27.9% | -6.1% |
| 6M | -8.4% | +28.2% | -36.6% | -12.0% |
| YTD | -7.2% | +28.3% | -35.5% | -11.1% |
| 1Y | -20.9% | +48.3% | -69.2% | -26.1% |
| 3Y | +384.0% | +95.9% | +288.1% | +326.0% |
| 5Y | +757.1% | +66.6% | +690.5% | +667.9% |
| All | +1,216.9% | +34.2% | +1,182.7% | +1,030.3% |
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