+377.4%
VT vs INCY
+1,516.7%
-1,139.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +1.0% | +5.8% | -4.8% | -0.2% |
| 3M | +2.4% | +25.2% | -22.8% | -2.7% |
| 6M | +12.0% | +28.2% | -16.2% | +5.8% |
| YTD | +15.3% | +28.3% | -13.0% | +8.6% |
| 1Y | +22.6% | +48.3% | -25.8% | +11.7% |
| 3Y | +74.7% | +95.9% | -21.3% | +47.1% |
| 5Y | +66.1% | +66.6% | -0.4% | +43.3% |
| 10Y | +225.0% | +54.5% | +170.5% | +166.2% |
| All | +377.4% | +1,516.7% | -1,139.3% | +63.4% |
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