-69.2%
VFC vs INCY
+86.9%
-156.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -1.4% | +3.1% | -4.6% | -2.9% |
| 30D | +24.6% | +12.0% | +12.6% | +17.8% |
| 3M | +38.4% | +0.8% | +37.7% | +37.1% |
| 6M | +15.3% | +22.8% | -7.5% | +2.9% |
| YTD | +12.7% | +23.2% | -10.5% | -0.7% |
| 1Y | +32.7% | +12.4% | +20.3% | +22.5% |
| 3Y | +43.7% | +132.1% | -88.4% | -8.7% |
| 5Y | -69.2% | +85.5% | -154.6% | -78.4% |
| All | -69.2% | +86.9% | -156.1% | -78.4% |
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