+262.7%
GE vs INCY
+96.8%
+165.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | -11.3% | +3.7% | -14.9% | -11.6% |
| 3M | -1.4% | +22.1% | -23.5% | -3.7% |
| 6M | +1.2% | +29.8% | -28.6% | -1.9% |
| YTD | +5.9% | +27.6% | -21.6% | +2.9% |
| 1Y | +18.4% | +47.2% | -28.8% | +13.8% |
| All | +262.7% | +96.8% | +165.9% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling