-10.3%
GFS vs INCY
+85.3%
-95.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +7.4% | +1.1% | +6.3% | +7.0% |
| 30D | -15.3% | +8.4% | -23.7% | -17.7% |
| 3M | -21.1% | +0.4% | -21.5% | -21.6% |
| 6M | -44.5% | +22.4% | -66.9% | -49.7% |
| YTD | +19.2% | +22.5% | -3.2% | +7.8% |
| 1Y | +27.2% | +14.8% | +12.5% | +17.7% |
| 3Y | -20.1% | +127.7% | -147.9% | -47.2% |
| 5Y | -25.6% | +84.4% | -110.0% | -45.4% |
| All | -10.3% | +85.3% | -95.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling