+2,047.2%
GNRC vs INCY
+1,078.6%
+968.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.1% |
| 7D | -0.7% | -3.7% | +2.9% | +0.1% |
| 30D | -15.8% | +1.8% | -17.7% | -16.2% |
| 3M | -24.0% | +17.0% | -41.0% | -27.2% |
| 6M | -13.8% | +28.4% | -42.2% | -19.3% |
| YTD | +33.2% | +24.8% | +8.4% | +25.1% |
| 1Y | -1.8% | +42.9% | -44.7% | -11.2% |
| 3Y | +57.7% | +92.7% | -35.0% | +30.2% |
| 5Y | -59.7% | +73.3% | -133.1% | -66.1% |
| 10Y | +430.7% | +55.8% | +374.9% | +331.3% |
| All | +2,047.2% | +1,078.6% | +968.7% | +744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling