+526.0%
GLW vs INCY
+15.3%
+510.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | +7.7% | +1.1% | +6.6% | +7.6% |
| 30D | -18.8% | +8.4% | -27.3% | -20.4% |
| 3M | -27.7% | +0.4% | -28.1% | -28.1% |
| 6M | -44.4% | +22.4% | -66.9% | -47.9% |
| YTD | +31.3% | +22.5% | +8.8% | +23.0% |
| 1Y | +40.0% | +14.8% | +25.3% | +33.1% |
| 3Y | +339.2% | +127.7% | +211.5% | +245.9% |
| 5Y | +229.2% | +84.4% | +144.8% | +170.4% |
| All | +526.0% | +15.3% | +510.6% | +416.2% |
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