+165.2%
GD vs INCY
+15.3%
+149.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +8.6% | +8.4% | +0.2% | +7.3% |
| 3M | -7.1% | +0.4% | -7.4% | -7.3% |
| 6M | +7.5% | +22.4% | -15.0% | +4.0% |
| YTD | +9.9% | +22.5% | -12.6% | +6.1% |
| 1Y | +7.6% | +14.8% | -7.2% | +4.7% |
| 3Y | +56.2% | +127.7% | -71.5% | +35.8% |
| 5Y | +100.6% | +84.4% | +16.3% | +78.8% |
| All | +165.2% | +15.3% | +149.9% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling