+7.7%
GEHC vs INCY
+50.4%
-42.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.9% |
| 7D | -7.9% | -3.7% | -4.2% | -7.0% |
| 30D | -11.7% | +1.8% | -13.5% | -12.1% |
| 3M | +0.8% | +17.0% | -16.2% | -3.4% |
| 6M | -11.6% | +28.4% | -40.0% | -17.5% |
| YTD | -21.6% | +24.8% | -46.4% | -26.5% |
| 1Y | -15.3% | +42.9% | -58.2% | -23.5% |
| 3Y | -0.5% | +92.7% | -93.2% | -20.4% |
| All | +7.7% | +50.4% | -42.7% | -12.1% |
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 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