-34.7%
GFS vs INCY
+75.2%
-109.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.8% |
| 7D | -7.8% | -0.6% | -7.2% | -7.6% |
| 30D | -19.7% | +5.5% | -25.1% | -21.3% |
| 3M | -23.1% | +1.1% | -24.2% | -23.8% |
| 6M | -46.4% | +19.8% | -66.2% | -51.1% |
| YTD | +11.0% | +21.1% | -10.1% | +0.7% |
| 1Y | +12.6% | +13.7% | -1.1% | +4.5% |
| 3Y | -24.9% | +119.3% | -144.2% | -49.6% |
| All | -34.7% | +75.2% | -109.9% | -52.2% |
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