+722.8%
GLD vs INCY
+1,099.9%
-377.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -4.4% | +9.8% | -14.2% | -4.4% |
| 3M | -8.9% | +1.0% | -9.9% | -8.9% |
| 6M | -16.0% | +21.9% | -37.9% | -16.0% |
| YTD | -7.9% | +23.8% | -31.7% | -7.8% |
| 1Y | -3.9% | +13.0% | -16.9% | -3.9% |
| 3Y | +103.4% | +133.2% | -29.7% | +103.6% |
| 5Y | +109.7% | +87.8% | +21.9% | +109.9% |
| 10Y | +211.8% | +17.0% | +194.9% | +212.1% |
| All | +722.8% | +1,099.9% | -377.1% | +727.4% |
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