+1,476.2%
VTR vs INCY
+843.5%
+632.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +0.2% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | +7.9% | +12.6% | -4.7% | +6.3% |
| 6M | +6.2% | +28.3% | -22.2% | +2.9% |
| YTD | +17.7% | +23.0% | -5.3% | +14.5% |
| 1Y | +32.9% | +41.0% | -8.1% | +27.0% |
| 3Y | +129.7% | +88.6% | +41.1% | +110.0% |
| 5Y | +89.3% | +70.8% | +18.5% | +74.2% |
| 10Y | +99.1% | +53.5% | +45.6% | +78.8% |
| All | +1,476.2% | +843.5% | +632.7% | +820.1% |
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