+218.2%
GLD vs INCY
+56.1%
+162.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +0.2% | +3.7% | -3.5% | +0.2% |
| 3M | +3.2% | +22.1% | -18.9% | +3.0% |
| 6M | -14.6% | +29.8% | -44.4% | -14.9% |
| YTD | +1.8% | +27.6% | -25.8% | +1.5% |
| 1Y | +20.7% | +47.2% | -26.5% | +20.3% |
| 3Y | +126.5% | +97.0% | +29.5% | +124.9% |
| 5Y | +140.0% | +73.4% | +66.7% | +138.6% |
| 10Y | +218.2% | +59.2% | +159.0% | +204.1% |
| All | +218.2% | +56.1% | +162.1% | +204.1% |
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