-8.2%
VFC vs INCY
+45.3%
-53.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | -1.6% | +1.9% | -3.5% | -2.3% |
| 30D | -11.6% | +5.8% | -17.4% | -13.7% |
| 3M | -18.1% | +25.2% | -43.3% | -24.4% |
| 6M | -27.4% | +28.2% | -55.6% | -33.8% |
| YTD | -24.8% | +28.3% | -53.1% | -32.8% |
| 1Y | -8.2% | +48.3% | -56.6% | -28.0% |
| All | -8.2% | +45.3% | -53.5% | -28.0% |
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