+231.1%
GM vs INCY
+54.2%
+176.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.4% | -4.2% | +1.7% | -1.6% |
| 30D | -1.1% | +0.6% | -1.7% | -1.4% |
| 3M | +6.1% | +12.6% | -6.5% | +3.0% |
| 6M | +15.0% | +28.3% | -13.4% | +8.3% |
| YTD | +6.0% | +23.0% | -17.0% | +0.5% |
| 1Y | +47.1% | +41.0% | +6.1% | +34.9% |
| 3Y | +170.5% | +88.6% | +81.9% | +127.7% |
| 5Y | +80.5% | +70.8% | +9.7% | +54.5% |
| All | +231.1% | +54.2% | +176.9% | +168.8% |
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