+388.8%
GH vs INCY
+74.1%
+314.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.3% |
| 7D | -2.5% | -4.2% | +1.7% | -0.3% |
| 30D | -4.7% | +0.6% | -5.3% | -5.0% |
| 3M | +20.2% | +12.6% | +7.6% | +11.8% |
| 6M | +78.8% | +28.3% | +50.5% | +54.9% |
| YTD | +54.1% | +23.0% | +31.1% | +35.6% |
| 1Y | +177.1% | +41.0% | +136.1% | +125.2% |
| 3Y | +371.6% | +88.6% | +283.0% | +213.0% |
| 5Y | +21.9% | +70.8% | -48.9% | -13.4% |
| All | +388.8% | +74.1% | +314.6% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling