+575.1%
VFC vs INCY
+6,660.0%
-6,084.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.5% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | -11.6% | +5.8% | -17.4% | -12.2% |
| 3M | -18.1% | +25.2% | -43.3% | -20.0% |
| 6M | -27.4% | +28.2% | -55.6% | -29.2% |
| YTD | -24.8% | +28.3% | -53.1% | -26.8% |
| 1Y | -8.2% | +48.3% | -56.6% | -11.9% |
| 3Y | -29.1% | +95.9% | -125.0% | -33.7% |
| 5Y | -79.2% | +66.6% | -145.7% | -80.3% |
| 10Y | -68.1% | +54.5% | -122.6% | -70.4% |
| All | +575.1% | +6,660.0% | -6,084.9% | +325.0% |
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 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