+6.1%
GD vs INCY
+15.3%
-9.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +9.5% | +9.8% | -0.3% | +8.5% |
| 3M | -5.8% | +1.0% | -6.8% | -6.1% |
| 6M | +7.7% | +21.9% | -14.2% | +5.2% |
| YTD | +11.1% | +23.8% | -12.7% | +7.2% |
| 1Y | +6.1% | +13.0% | -7.0% | +2.3% |
| All | +6.1% | +15.3% | -9.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling