+7.2%
GEHC vs INCY
+48.2%
-41.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -7.2% | -4.2% | -3.0% | -6.2% |
| 30D | -11.6% | +0.6% | -12.1% | -11.7% |
| 3M | -0.8% | +12.6% | -13.5% | -4.1% |
| 6M | -11.9% | +28.3% | -40.2% | -17.8% |
| YTD | -21.9% | +23.0% | -44.9% | -26.6% |
| 1Y | -17.8% | +41.0% | -58.8% | -25.5% |
| 3Y | -3.5% | +88.6% | -92.1% | -22.5% |
| All | +7.2% | +48.2% | -41.0% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling