-1.5%
VT vs INCY
+21.3%
-22.9%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | -5.0% | +5.5% | -10.4% | -4.7% |
| 3M | -4.9% | +1.1% | -6.0% | -4.5% |
| 6M | -1.5% | +19.8% | -21.4% | -0.5% |
| All | -1.5% | +21.3% | -22.9% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling