+30.4%
GDDY vs INCY
+69.3%
-38.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.1% |
| 7D | -3.2% | -4.2% | +1.0% | -2.2% |
| 30D | +6.8% | +0.6% | +6.2% | +6.6% |
| 3M | +30.5% | +12.6% | +17.8% | +27.4% |
| 6M | +13.3% | +28.3% | -15.0% | +7.3% |
| YTD | -21.0% | +23.0% | -43.9% | -24.6% |
| 1Y | -34.0% | +41.0% | -75.0% | -39.2% |
| 3Y | +33.1% | +88.6% | -55.5% | +11.2% |
| All | +30.4% | +69.3% | -38.9% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling