+52.4%
GEV vs INCY
+20.6%
+31.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.5% | -13.8% | -8.8% |
| 7D | -5.1% | +5.1% | -10.3% | -4.6% |
| 30D | -15.8% | +7.6% | -23.5% | -15.1% |
| 3M | -18.2% | +1.9% | -20.0% | -17.4% |
| 6M | -22.4% | +26.5% | -48.8% | -24.9% |
| YTD | +27.7% | +24.4% | +3.4% | +23.2% |
| 1Y | +52.4% | +19.4% | +33.0% | +48.7% |
| All | +52.4% | +20.6% | +31.7% | +48.7% |
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