+121.6%
GLD vs INCY
+82.2%
+39.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | +4.9% | +1.5% | +3.4% | +4.9% |
| 30D | -1.3% | +8.1% | -9.4% | -1.3% |
| 3M | -4.8% | +1.1% | -5.9% | -4.7% |
| 6M | -12.5% | +23.7% | -36.2% | -12.5% |
| YTD | -4.2% | +23.4% | -27.6% | -4.3% |
| 1Y | +3.0% | +15.0% | -12.0% | +3.0% |
| 3Y | +109.1% | +132.1% | -23.0% | +108.6% |
| 5Y | +121.6% | +83.2% | +38.4% | +122.7% |
| All | +121.6% | +82.2% | +39.4% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling