+61.5%
GNRC vs INCY
+89.7%
-28.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | -0.2% | -4.2% | +4.0% | +0.5% |
| 30D | -15.7% | +0.6% | -16.3% | -15.8% |
| 3M | -27.3% | +12.6% | -40.0% | -29.1% |
| 6M | -12.1% | +28.3% | -40.4% | -16.5% |
| YTD | +37.1% | +23.0% | +14.1% | +30.8% |
| 1Y | -0.5% | +41.0% | -41.4% | -8.3% |
| 3Y | +61.5% | +88.6% | -27.1% | +26.7% |
| All | +61.5% | +89.7% | -28.2% | +26.7% |
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