-0.8%
GFS vs INCY
+93.0%
-93.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +4.5% | -2.2% | +6.7% | +5.3% |
| 30D | -8.2% | +3.7% | -11.9% | -9.5% |
| 3M | -38.9% | +22.1% | -60.9% | -44.1% |
| 6M | -2.9% | +29.8% | -32.7% | -13.7% |
| YTD | +31.8% | +27.6% | +4.2% | +17.9% |
| 1Y | +43.1% | +47.2% | -4.1% | +19.9% |
| 3Y | -20.6% | +97.0% | -117.6% | -43.2% |
| All | -0.8% | +93.0% | -93.8% | -28.1% |
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