+149.8%
VTRS vs INCY
+6,378.4%
-6,228.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -2.2% | -4.2% | +2.0% | -1.6% |
| 30D | +3.3% | +0.6% | +2.7% | +3.2% |
| 3M | +2.0% | +12.6% | -10.7% | +0.1% |
| 6M | +19.9% | +28.3% | -8.4% | +15.5% |
| YTD | +35.7% | +23.0% | +12.8% | +31.2% |
| 1Y | +68.1% | +41.0% | +27.1% | +59.2% |
| 3Y | +87.1% | +88.6% | -1.5% | +68.7% |
| 5Y | +47.6% | +70.8% | -23.2% | +34.3% |
| 10Y | -48.2% | +53.5% | -101.7% | -53.6% |
| All | +149.8% | +6,378.4% | -6,228.6% | +7.8% |
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 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