+23.2%
GH vs INCY
+69.5%
-46.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.2% |
| 7D | -1.2% | -3.7% | +2.4% | +0.7% |
| 30D | -3.7% | +1.8% | -5.5% | -4.6% |
| 3M | +21.7% | +17.0% | +4.7% | +10.5% |
| 6M | +75.7% | +28.4% | +47.4% | +51.3% |
| YTD | +55.7% | +24.8% | +30.9% | +35.0% |
| 1Y | +181.1% | +42.9% | +138.2% | +123.8% |
| 3Y | +371.6% | +92.7% | +278.9% | +195.3% |
| 5Y | +23.2% | +73.3% | -50.1% | -17.2% |
| All | +23.2% | +69.5% | -46.3% | -17.2% |
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