+87.1%
VTRS vs INCY
+89.7%
-2.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -2.2% | -4.2% | +2.0% | -0.9% |
| 30D | +3.3% | +0.6% | +2.7% | +3.1% |
| 3M | +2.0% | +12.6% | -10.7% | -1.9% |
| 6M | +19.9% | +28.3% | -8.4% | +10.6% |
| YTD | +35.7% | +23.0% | +12.8% | +25.9% |
| 1Y | +68.1% | +41.0% | +27.1% | +48.4% |
| 3Y | +87.1% | +88.6% | -1.5% | +39.6% |
| All | +87.1% | +89.7% | -2.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling