+79.8%
GDXJ vs INCY
+1,538.6%
-1,458.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | +8.8% | +3.7% | +5.1% | +8.4% |
| 3M | +29.8% | +22.1% | +7.8% | +26.6% |
| 6M | -5.8% | +29.8% | -35.6% | -8.9% |
| YTD | +13.6% | +27.6% | -14.0% | +10.0% |
| 1Y | +54.5% | +47.2% | +7.3% | +46.8% |
| 3Y | +301.4% | +97.0% | +204.4% | +263.8% |
| 5Y | +236.3% | +73.4% | +163.0% | +208.2% |
| 10Y | +240.1% | +59.2% | +180.8% | +204.2% |
| All | +79.8% | +1,538.6% | -1,458.8% | -19.1% |
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