+220.4%
GDXJ vs INCY
+69.3%
+151.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.2% |
| 7D | -2.8% | -4.2% | +1.4% | -2.3% |
| 30D | +5.0% | +0.6% | +4.4% | +5.0% |
| 3M | +24.1% | +12.6% | +11.4% | +22.2% |
| 6M | -7.4% | +28.3% | -35.7% | -10.3% |
| YTD | +10.2% | +23.0% | -12.8% | +7.1% |
| 1Y | +42.5% | +41.0% | +1.6% | +36.0% |
| 3Y | +285.7% | +88.6% | +197.1% | +249.5% |
| All | +220.4% | +69.3% | +151.1% | +193.6% |
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