+84.5%
VTR vs INCY
+69.3%
+15.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.3% | -4.2% | +3.9% | +0.4% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | +7.9% | +12.6% | -4.7% | +5.5% |
| 6M | +6.2% | +28.3% | -22.2% | +1.5% |
| YTD | +17.7% | +23.0% | -5.3% | +12.9% |
| 1Y | +32.9% | +41.0% | -8.1% | +24.0% |
| 3Y | +129.7% | +88.6% | +41.1% | +98.2% |
| All | +84.5% | +69.3% | +15.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling