+463.3%
GLW vs INCY
+95.0%
+368.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +7.9% |
| 7D | +14.0% | -0.5% | +14.5% | +14.0% |
| 30D | +0.4% | +3.2% | -2.8% | -0.4% |
| 3M | -11.3% | +23.6% | -34.9% | -16.7% |
| 6M | +35.1% | +29.7% | +5.4% | +24.8% |
| YTD | +90.5% | +25.9% | +64.6% | +77.6% |
| 1Y | +132.0% | +43.7% | +88.3% | +108.0% |
| 3Y | +463.3% | +94.4% | +368.9% | +331.2% |
| All | +463.3% | +95.0% | +368.4% | +331.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling