+435.3%
GNRC vs INCY
+54.2%
+381.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | -0.2% | -4.2% | +4.0% | +0.9% |
| 30D | -15.7% | +0.6% | -16.3% | -15.9% |
| 3M | -27.3% | +12.6% | -40.0% | -30.0% |
| 6M | -12.1% | +28.3% | -40.4% | -18.4% |
| YTD | +37.1% | +23.0% | +14.1% | +28.2% |
| 1Y | -0.5% | +41.0% | -41.4% | -10.9% |
| 3Y | +61.5% | +88.6% | -27.1% | +29.9% |
| 5Y | -58.6% | +70.8% | -129.4% | -65.8% |
| All | +435.3% | +54.2% | +381.1% | +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 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