+27.2%
GFS vs INCY
+12.8%
+14.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +7.4% | +1.1% | +6.3% | +7.3% |
| 30D | -15.3% | +8.4% | -23.7% | -15.8% |
| 3M | -21.1% | +0.4% | -21.5% | -21.1% |
| 6M | -44.5% | +22.4% | -66.9% | -48.2% |
| YTD | +19.2% | +22.5% | -3.2% | +12.1% |
| 1Y | +27.2% | +14.8% | +12.5% | +21.3% |
| All | +27.2% | +12.8% | +14.5% | +21.3% |
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