+3,802.9%
GEN vs INCY
+6,660.0%
-2,857.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.2% | +1.9% | -3.1% | -1.5% |
| 30D | +10.1% | +5.8% | +4.3% | +9.1% |
| 3M | +16.1% | +25.2% | -9.1% | +11.6% |
| 6M | +38.9% | +28.2% | +10.6% | +32.7% |
| YTD | +14.4% | +28.3% | -13.9% | +9.1% |
| 1Y | +5.9% | +48.3% | -42.5% | -1.6% |
| 3Y | +58.8% | +95.9% | -37.1% | +39.0% |
| 5Y | +24.7% | +66.6% | -41.9% | +11.1% |
| 10Y | +163.1% | +54.5% | +108.5% | +126.9% |
| All | +3,802.9% | +6,660.0% | -2,857.1% | +993.2% |
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 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