-57.4%
GNRC vs INCY
+69.3%
-126.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | -0.2% | -4.2% | +4.0% | +0.8% |
| 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% | -18.6% |
| YTD | +37.1% | +23.0% | +14.1% | +27.9% |
| 1Y | -0.5% | +41.0% | -41.4% | -11.6% |
| 3Y | +61.5% | +88.6% | -27.1% | +25.8% |
| All | -57.4% | +69.3% | -126.6% | -65.0% |
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