+755.2%
GLD vs INCY
+1,096.2%
-341.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 1Y | +3.0% | +15.0% | -12.0% | +3.1% |
| 3Y | +109.1% | +132.1% | -23.0% | +109.3% |
| 5Y | +121.6% | +83.2% | +38.4% | +121.7% |
| 10Y | +212.2% | +17.1% | +195.2% | +212.5% |
| All | +755.2% | +1,096.2% | -341.0% | +759.9% |
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