-12.3%
GFS vs INCY
+86.7%
-99.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.3% |
| 7D | -3.1% | +1.5% | -4.7% | -3.6% |
| 30D | -16.0% | +8.1% | -24.1% | -18.4% |
| 3M | -24.7% | +1.1% | -25.8% | -25.4% |
| 6M | -45.1% | +23.7% | -68.8% | -50.5% |
| YTD | +16.5% | +23.4% | -6.9% | +5.0% |
| 1Y | +19.3% | +15.0% | +4.3% | +10.3% |
| 3Y | -20.0% | +132.1% | -152.0% | -47.6% |
| 5Y | -32.0% | +83.2% | -115.2% | -49.9% |
| All | -12.3% | +86.7% | -99.0% | -35.9% |
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