+233.4%
GLW vs INCY
+79.4%
+154.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -11.1% | +2.3% | -13.4% | -11.4% |
| 30D | -28.4% | +6.7% | -35.1% | -29.4% |
| 3M | -28.8% | -1.0% | -27.8% | -28.9% |
| 6M | -39.8% | +22.1% | -61.9% | -43.8% |
| YTD | +28.7% | +21.8% | +6.9% | +20.1% |
| 1Y | +27.7% | +13.5% | +14.2% | +21.3% |
| 3Y | +331.3% | +129.4% | +201.9% | +227.3% |
| 5Y | +233.4% | +84.0% | +149.5% | +170.2% |
| All | +233.4% | +79.4% | +154.0% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling