+89.7%
VTRS vs INCY
+20.6%
+69.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +0.4% |
| 7D | +2.4% | +5.1% | -2.7% | +1.0% |
| 30D | +9.1% | +7.6% | +1.4% | +6.9% |
| 3M | +9.4% | +1.9% | +7.5% | +8.8% |
| 6M | +28.3% | +26.5% | +1.9% | +21.6% |
| YTD | +58.0% | +24.4% | +33.6% | +46.9% |
| 1Y | +89.7% | +19.4% | +70.4% | +80.8% |
| All | +89.7% | +20.6% | +69.1% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling