+4.5%
GEN vs INCY
+43.7%
-39.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -4.3% | -3.7% | -0.7% | -4.0% |
| 30D | +3.8% | +1.8% | +1.9% | +3.5% |
| 3M | +22.3% | +17.0% | +5.3% | +21.1% |
| 6M | +39.0% | +28.4% | +10.6% | +36.3% |
| YTD | +11.9% | +24.8% | -12.9% | +9.9% |
| 1Y | +4.5% | +42.9% | -38.4% | -1.7% |
| All | +4.5% | +43.7% | -39.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling