+6,103.1%
GD vs INCY
+6,660.0%
-556.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.3% | +1.9% | -7.2% | -5.4% |
| 30D | -6.4% | +5.8% | -12.2% | -6.9% |
| 3M | +5.7% | +25.2% | -19.5% | +3.7% |
| 6M | -0.9% | +28.2% | -29.2% | -3.0% |
| YTD | +8.2% | +28.3% | -20.2% | +5.8% |
| 1Y | +13.4% | +48.3% | -34.9% | +9.6% |
| 3Y | +68.5% | +95.9% | -27.4% | +58.2% |
| 5Y | +97.2% | +66.6% | +30.6% | +86.6% |
| 10Y | +190.2% | +54.5% | +135.7% | +170.6% |
| All | +6,103.1% | +6,660.0% | -556.9% | +3,708.4% |
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