+833.1%
GLW vs INCY
+56.5%
+776.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | +11.7% | -3.7% | +15.4% | +12.6% |
| 30D | +2.7% | +1.8% | +0.8% | +2.1% |
| 3M | -2.8% | +17.0% | -19.8% | -7.3% |
| 6M | +20.2% | +28.4% | -8.2% | +11.7% |
| YTD | +87.3% | +24.8% | +62.5% | +75.3% |
| 1Y | +119.6% | +42.9% | +76.7% | +98.1% |
| 3Y | +453.7% | +92.7% | +361.0% | +356.4% |
| 5Y | +376.1% | +73.3% | +302.7% | +297.8% |
| All | +833.1% | +56.5% | +776.6% | +633.8% |
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