-2.4%
GFS vs INCY
+94.1%
-96.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +1.0% | +1.9% | -0.9% | +0.3% |
| 30D | -8.6% | +5.8% | -14.4% | -10.5% |
| 3M | -46.5% | +25.2% | -71.7% | -51.7% |
| 6M | -4.8% | +28.2% | -33.0% | -15.0% |
| YTD | +29.7% | +28.3% | +1.3% | +15.7% |
| 1Y | +35.8% | +48.3% | -12.5% | +13.4% |
| 3Y | -18.3% | +95.9% | -114.3% | -41.4% |
| All | -2.4% | +94.1% | -96.6% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling