+627.7%
GEV vs INCY
+122.9%
+504.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | +3.2% | -2.2% | +5.3% | +3.3% |
| 30D | -4.0% | +3.7% | -7.7% | -4.2% |
| 3M | +3.4% | +22.1% | -18.7% | +1.8% |
| 6M | +14.7% | +29.8% | -15.1% | +12.0% |
| YTD | +45.8% | +27.6% | +18.2% | +42.7% |
| 1Y | +57.4% | +47.2% | +10.2% | +52.8% |
| All | +627.7% | +122.9% | +504.7% | +637.5% |
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