+159.7%
GILD vs INCY
+54.2%
+105.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -4.8% | -4.2% | -0.7% | -3.8% |
| 30D | +5.8% | +0.6% | +5.2% | +5.6% |
| 3M | +14.9% | +12.6% | +2.3% | +11.2% |
| 6M | -0.4% | +28.3% | -28.7% | -6.9% |
| YTD | +18.5% | +23.0% | -4.5% | +11.7% |
| 1Y | +25.1% | +41.0% | -15.8% | +13.5% |
| 3Y | +105.9% | +88.6% | +17.3% | +70.2% |
| 5Y | +143.0% | +70.8% | +72.2% | +103.6% |
| All | +159.7% | +54.2% | +105.5% | +103.0% |
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