+21.7%
GPN vs INCY
+20.6%
+1.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.9% |
| 7D | +15.0% | +5.1% | +9.9% | +13.9% |
| 30D | +16.9% | +7.6% | +9.3% | +15.3% |
| 3M | +9.2% | +1.9% | +7.3% | +8.6% |
| 6M | +34.7% | +26.5% | +8.3% | +30.7% |
| YTD | +25.4% | +24.4% | +1.0% | +21.8% |
| 1Y | +21.7% | +19.4% | +2.4% | +18.9% |
| All | +21.7% | +20.6% | +1.1% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling