+233.6%
GDX vs INCY
+69.9%
+163.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +1.9% | -2.2% | +4.1% | +2.1% |
| 30D | +9.9% | +3.7% | +6.3% | +9.6% |
| 3M | +28.2% | +22.1% | +6.1% | +25.5% |
| 6M | -2.9% | +29.8% | -32.7% | -5.7% |
| YTD | +16.0% | +27.6% | -11.6% | +12.6% |
| 1Y | +49.9% | +47.2% | +2.7% | +43.5% |
| 3Y | +263.6% | +97.0% | +166.6% | +233.6% |
| 5Y | +233.6% | +73.4% | +160.2% | +210.6% |
| All | +233.6% | +69.9% | +163.7% | +210.6% |
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