+715.8%
VTV vs INCY
+1,351.7%
-636.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -0.5% | +3.7% | -4.2% | -1.1% |
| 3M | +5.3% | +22.1% | -16.8% | +1.6% |
| 6M | +12.9% | +29.8% | -16.9% | +7.7% |
| YTD | +18.5% | +27.6% | -9.1% | +13.1% |
| 1Y | +25.3% | +47.2% | -21.9% | +16.5% |
| 3Y | +68.2% | +97.0% | -28.8% | +46.9% |
| 5Y | +80.6% | +73.4% | +7.3% | +59.8% |
| 10Y | +232.9% | +59.2% | +173.7% | +183.9% |
| All | +715.8% | +1,351.7% | -636.0% | +250.8% |
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