+417.9%
GE vs INCY
+69.9%
+348.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -1.2% | -2.2% | +1.0% | -0.9% |
| 30D | -11.3% | +3.7% | -14.9% | -11.8% |
| 3M | -1.4% | +22.1% | -23.5% | -4.9% |
| 6M | +1.2% | +29.8% | -28.6% | -3.5% |
| YTD | +5.9% | +27.6% | -21.6% | +1.2% |
| 1Y | +18.4% | +47.2% | -28.8% | +10.4% |
| 3Y | +271.0% | +97.0% | +174.0% | +225.8% |
| 5Y | +417.9% | +73.4% | +344.6% | +363.7% |
| All | +417.9% | +69.9% | +348.1% | +363.7% |
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