-30.1%
GDDY vs INCY
+45.3%
-75.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.0% |
| 7D | +3.7% | +1.9% | +1.8% | +3.3% |
| 30D | +10.4% | +5.8% | +4.6% | +9.0% |
| 3M | +19.4% | +25.2% | -5.8% | +16.6% |
| 6M | +14.3% | +28.2% | -13.9% | +11.3% |
| YTD | -18.4% | +28.3% | -46.7% | -20.0% |
| 1Y | -30.1% | +48.3% | -78.4% | -32.0% |
| All | -30.1% | +45.3% | -75.3% | -32.0% |
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