-69.9%
VFC vs INCY
+56.5%
-126.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -3.3% | -3.7% | +0.4% | -2.2% |
| 30D | -14.0% | +1.8% | -15.8% | -14.6% |
| 3M | -22.6% | +17.0% | -39.5% | -26.1% |
| 6M | -24.7% | +28.4% | -53.1% | -30.2% |
| YTD | -29.0% | +24.8% | -53.8% | -33.8% |
| 1Y | -13.8% | +42.9% | -56.7% | -22.7% |
| 3Y | -28.2% | +92.7% | -120.9% | -40.9% |
| 5Y | -79.0% | +73.3% | -152.3% | -82.5% |
| All | -69.9% | +56.5% | -126.4% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling