+729.3%
GIS vs INCY
+6,620.5%
-5,891.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -8.6% | -2.2% | -6.4% | -8.5% |
| 30D | -0.5% | +3.7% | -4.1% | -0.6% |
| 3M | +11.9% | +22.1% | -10.2% | +11.0% |
| 6M | -11.6% | +29.8% | -41.4% | -12.5% |
| YTD | -16.3% | +27.6% | -43.9% | -17.2% |
| 1Y | -21.8% | +47.2% | -69.0% | -23.1% |
| 3Y | -35.7% | +97.0% | -132.6% | -37.6% |
| 5Y | -22.9% | +73.4% | -96.2% | -25.0% |
| 10Y | -16.8% | +59.2% | -76.1% | -19.8% |
| All | +729.3% | +6,620.5% | -5,891.3% | +559.2% |
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 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