-79.0%
VFC vs INCY
+69.9%
-148.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | -2.3% | -2.2% | -0.2% | -1.3% |
| 30D | -13.4% | +3.7% | -17.0% | -15.0% |
| 3M | -23.7% | +22.1% | -45.8% | -31.0% |
| 6M | -24.5% | +29.8% | -54.2% | -34.0% |
| YTD | -27.8% | +27.6% | -55.4% | -36.9% |
| 1Y | -13.5% | +47.2% | -60.7% | -30.0% |
| 3Y | -27.1% | +97.0% | -124.1% | -50.0% |
| 5Y | -79.0% | +73.4% | -152.4% | -85.3% |
| All | -79.0% | +69.9% | -148.9% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling