+158.4%
GDX vs INCY
+2,962.5%
-2,804.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -6.8% | +1.1% | -7.9% | -6.9% |
| 30D | -2.1% | +8.4% | -10.5% | -2.9% |
| 3M | -7.5% | +0.4% | -7.9% | -7.6% |
| 6M | -15.2% | +22.4% | -37.6% | -17.1% |
| YTD | -4.8% | +22.5% | -27.3% | -7.1% |
| 1Y | +6.7% | +14.8% | -8.0% | +4.8% |
| 3Y | +212.7% | +127.7% | +85.0% | +183.1% |
| 5Y | +151.7% | +84.4% | +67.3% | +132.0% |
| 10Y | +330.3% | +15.7% | +314.6% | +302.5% |
| All | +158.4% | +2,962.5% | -2,804.1% | +11.4% |
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