+945.3%
VFC vs INCY
+6,351.7%
-5,406.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | +25.5% | +8.4% | +17.1% | +24.5% |
| 3M | +41.3% | +0.4% | +40.9% | +41.1% |
| 6M | +22.2% | +22.4% | -0.2% | +19.6% |
| YTD | +16.4% | +22.5% | -6.1% | +13.8% |
| 1Y | +38.4% | +14.8% | +23.7% | +36.2% |
| 3Y | +56.2% | +127.7% | -71.5% | +44.2% |
| 5Y | -68.2% | +84.4% | -152.5% | -70.1% |
| 10Y | -48.4% | +15.7% | -64.1% | -50.8% |
| All | +945.3% | +6,351.7% | -5,406.4% | +560.9% |
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