+390.3%
GDDY vs INCY
+30.8%
+359.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.8% |
| 6M | +13.3% | +28.3% | -15.0% | +6.3% |
| YTD | -21.0% | +23.0% | -43.9% | -25.3% |
| 1Y | -34.0% | +41.0% | -75.0% | -39.9% |
| 3Y | +33.1% | +88.6% | -55.5% | +9.6% |
| 5Y | +30.3% | +70.8% | -40.5% | +9.3% |
| 10Y | +205.5% | +53.5% | +152.0% | +146.5% |
| All | +390.3% | +30.8% | +359.6% | +369.8% |
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