+399.9%
GH vs INCY
+78.3%
+321.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -4.5% | +3.2% | -7.6% | -6.0% |
| 3M | +28.9% | +23.6% | +5.3% | +14.2% |
| 6M | +76.5% | +29.7% | +46.8% | +52.2% |
| YTD | +57.6% | +25.9% | +31.7% | +37.0% |
| 1Y | +167.5% | +43.7% | +123.8% | +115.3% |
| 3Y | +377.4% | +94.4% | +283.0% | +211.7% |
| 5Y | +23.8% | +68.0% | -44.1% | -11.3% |
| All | +399.9% | +78.3% | +321.6% | +203.5% |
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