+13.5%
VT vs INCY
+15.5%
-2.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.2% |
| 7D | -1.6% | +0.8% | -2.5% | -1.7% |
| 30D | -2.5% | +2.0% | -4.5% | -2.6% |
| 3M | -1.3% | -0.7% | -0.6% | -1.2% |
| 6M | +3.1% | +21.3% | -18.2% | +0.3% |
| YTD | +10.9% | +19.1% | -8.1% | +7.4% |
| All | +13.5% | +15.5% | -2.0% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling