+3,680.6%
GEN vs INCY
+6,390.7%
-2,710.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -3.0% | +3.1% | -6.1% | -3.5% |
| 30D | +24.7% | +12.0% | +12.7% | +22.4% |
| 3M | +4.1% | +0.8% | +3.4% | +3.8% |
| 6M | +36.0% | +22.8% | +13.3% | +30.9% |
| YTD | +10.9% | +23.2% | -12.4% | +6.3% |
| 1Y | +12.2% | +12.4% | -0.3% | +9.1% |
| 3Y | +63.3% | +132.1% | -68.8% | +39.0% |
| 5Y | +29.0% | +85.5% | -56.5% | +13.2% |
| 10Y | +147.5% | +16.4% | +131.0% | +123.9% |
| All | +3,680.6% | +6,390.7% | -2,710.0% | +964.9% |
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