-19.9%
GFS vs INCY
+100.4%
-120.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | -8.6% | +5.8% | -14.4% | -10.1% |
| 3M | -46.5% | +25.2% | -71.7% | -50.9% |
| 6M | -4.8% | +28.2% | -33.0% | -13.6% |
| YTD | +29.7% | +28.3% | +1.3% | +17.7% |
| 1Y | +35.8% | +48.3% | -12.5% | +16.5% |
| All | -19.9% | +100.4% | -120.3% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling