+215.4%
GLD vs INCY
+15.8%
+199.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.7% |
| 7D | +2.8% | +2.3% | +0.5% | +2.8% |
| 30D | -4.0% | +6.7% | -10.6% | -4.0% |
| 3M | -8.2% | -1.0% | -7.2% | -8.2% |
| 6M | -14.8% | +22.1% | -36.9% | -15.0% |
| YTD | -6.8% | +21.8% | -28.6% | -7.0% |
| 1Y | -2.4% | +13.5% | -15.9% | -2.6% |
| 3Y | +105.8% | +129.4% | -23.6% | +103.6% |
| 5Y | +113.3% | +84.0% | +29.3% | +111.7% |
| All | +215.4% | +15.8% | +199.6% | +213.1% |
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