+2,608.5%
VMC vs INCY
+6,534.7%
-3,926.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -9.1% | +3.2% | -12.3% | -9.4% |
| 3M | -4.1% | +23.6% | -27.8% | -6.5% |
| 6M | -5.5% | +29.7% | -35.2% | -8.4% |
| YTD | -8.9% | +25.9% | -34.9% | -11.5% |
| 1Y | -12.9% | +43.7% | -56.7% | -16.8% |
| 3Y | +22.1% | +94.4% | -72.3% | +11.8% |
| 5Y | +52.7% | +68.0% | -15.3% | +41.4% |
| 10Y | +152.7% | +52.5% | +100.2% | +129.9% |
| All | +2,608.5% | +6,534.7% | -3,926.2% | +1,412.5% |
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