+223.0%
VT vs INCY
+53.9%
+169.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | +1.0% | +5.8% | -4.8% | -0.1% |
| 3M | +2.4% | +25.2% | -22.8% | -2.1% |
| 6M | +12.0% | +28.2% | -16.2% | +6.4% |
| YTD | +15.3% | +28.3% | -13.0% | +9.4% |
| 1Y | +22.6% | +48.3% | -25.8% | +12.8% |
| 3Y | +74.7% | +95.9% | -21.3% | +49.4% |
| 5Y | +66.1% | +66.6% | -0.4% | +45.5% |
| All | +223.0% | +53.9% | +169.1% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling