+122.4%
GLW vs INCY
+41.2%
+81.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | +7.8% | -4.2% | +12.0% | +7.9% |
| 30D | -0.4% | +0.6% | -1.0% | -0.6% |
| 3M | -5.6% | +12.6% | -18.2% | -8.3% |
| 6M | +26.7% | +28.3% | -1.6% | +18.4% |
| YTD | +91.0% | +23.0% | +68.1% | +82.3% |
| 1Y | +122.4% | +41.0% | +81.4% | +109.4% |
| All | +122.4% | +41.2% | +81.2% | +109.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling