+297.8%
VTI vs INCY
+54.2%
+243.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -0.9% | -4.2% | +3.3% | -0.1% |
| 30D | -1.4% | +0.6% | -2.0% | -1.6% |
| 3M | +3.6% | +12.6% | -9.1% | +0.7% |
| 6M | +13.6% | +28.3% | -14.7% | +7.3% |
| YTD | +12.9% | +23.0% | -10.1% | +7.3% |
| 1Y | +17.2% | +41.0% | -23.7% | +7.9% |
| 3Y | +75.7% | +88.6% | -12.9% | +48.8% |
| 5Y | +75.4% | +70.8% | +4.6% | +50.6% |
| All | +297.8% | +54.2% | +243.6% | +224.5% |
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