+51.3%
GEV vs INCY
+41.2%
+10.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.6% |
| 7D | +1.6% | -4.2% | +5.8% | +1.7% |
| 30D | -7.9% | +0.6% | -8.5% | -7.9% |
| 3M | +5.6% | +12.6% | -7.0% | +4.4% |
| 6M | +13.1% | +28.3% | -15.3% | +8.8% |
| YTD | +46.7% | +23.0% | +23.8% | +42.5% |
| 1Y | +51.3% | +41.0% | +10.3% | +46.8% |
| All | +51.3% | +41.2% | +10.1% | +46.8% |
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