-2.7%
GFS vs INCY
+90.5%
-93.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -16.4% | +3.2% | -19.6% | -17.5% |
| 3M | -41.6% | +23.6% | -65.2% | -46.9% |
| 6M | -3.7% | +29.7% | -33.3% | -14.4% |
| YTD | +29.3% | +25.9% | +3.4% | +16.2% |
| 1Y | +37.1% | +43.7% | -6.6% | +15.9% |
| 3Y | -22.1% | +94.4% | -116.6% | -44.0% |
| All | -2.7% | +90.5% | -93.2% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling