-17.4%
GIS vs INCY
+20.6%
-38.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.7% | +4.6% |
| 7D | +8.5% | +5.1% | +3.4% | +7.8% |
| 30D | +15.3% | +7.6% | +7.7% | +14.3% |
| 3M | +0.9% | +1.9% | -0.9% | +0.5% |
| 6M | +7.9% | +26.5% | -18.5% | +8.9% |
| YTD | -17.6% | +24.4% | -42.0% | -17.2% |
| 1Y | -17.4% | +19.4% | -36.7% | -17.5% |
| All | -17.4% | +20.6% | -38.0% | -17.5% |
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 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