+6,040.7%
GD vs INCY
+6,281.3%
-240.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +8.9% | +5.5% | +3.4% | +8.4% |
| 3M | -8.0% | +1.1% | -9.1% | -8.2% |
| 6M | +2.9% | +19.8% | -16.9% | +1.2% |
| YTD | +7.1% | +21.1% | -14.1% | +5.1% |
| 1Y | +5.9% | +13.7% | -7.8% | +4.5% |
| 3Y | +53.9% | +119.3% | -65.4% | +43.2% |
| 5Y | +95.4% | +76.3% | +19.1% | +84.3% |
| 10Y | +193.5% | +36.6% | +156.9% | +176.2% |
| All | +6,040.7% | +6,281.3% | -240.7% | +3,684.3% |
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 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