+40.1%
GILD vs INCY
+15.8%
+24.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -2.5% |
| 7D | +1.2% | +1.0% | +0.1% | +0.9% |
| 30D | +16.2% | +4.7% | +11.5% | +14.4% |
| 3M | +27.9% | -1.5% | +29.4% | +28.6% |
| 6M | +27.1% | +21.1% | +6.0% | +20.2% |
| YTD | +39.0% | +19.5% | +19.5% | +32.9% |
| 1Y | +40.1% | +11.6% | +28.4% | +33.2% |
| All | +40.1% | +15.8% | +24.3% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling