+1,799.7%
GE vs INCY
+6,660.0%
-4,860.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | -11.6% | +5.8% | -17.4% | -12.2% |
| 3M | +3.0% | +25.2% | -22.2% | +0.2% |
| 6M | -0.5% | +28.2% | -28.7% | -3.5% |
| YTD | +9.7% | +28.3% | -18.6% | +6.4% |
| 1Y | +20.0% | +48.3% | -28.3% | +14.3% |
| 3Y | +275.8% | +95.9% | +179.9% | +242.9% |
| 5Y | +429.1% | +66.6% | +362.5% | +389.5% |
| 10Y | +151.2% | +54.5% | +96.6% | +127.5% |
| All | +1,799.7% | +6,660.0% | -4,860.3% | +793.3% |
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