+17.7%
GFS vs INCY
+20.6%
-3.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.4% | -6.2% |
| 7D | -12.5% | +5.1% | -17.6% | -12.8% |
| 30D | -16.9% | +7.6% | -24.6% | -17.5% |
| 3M | -22.3% | +1.9% | -24.1% | -22.4% |
| 6M | -40.2% | +26.5% | -66.7% | -45.1% |
| YTD | +16.0% | +24.4% | -8.4% | +7.5% |
| 1Y | +17.7% | +19.4% | -1.7% | +10.8% |
| All | +17.7% | +20.6% | -3.0% | +10.8% |
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