+948.7%
VTI vs INCY
+547.9%
+400.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | -1.6% | +3.7% | -5.3% | -2.2% |
| 3M | +3.6% | +22.1% | -18.5% | 0.0% |
| 6M | +13.0% | +29.8% | -16.7% | +8.0% |
| YTD | +12.7% | +27.6% | -14.9% | +7.7% |
| 1Y | +18.4% | +47.2% | -28.8% | +10.4% |
| 3Y | +76.4% | +97.0% | -20.5% | +54.8% |
| 5Y | +73.7% | +73.4% | +0.3% | +54.6% |
| 10Y | +302.5% | +59.2% | +243.3% | +248.4% |
| All | +948.7% | +547.9% | +400.8% | +410.5% |
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 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