+25.7%
GPN vs INCY
+54.2%
-28.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -4.3% | -4.2% | -0.2% | -3.2% |
| 30D | 0.0% | +0.6% | -0.6% | -0.2% |
| 3M | +35.8% | +12.6% | +23.2% | +31.0% |
| 6M | +22.0% | +28.3% | -6.3% | +13.1% |
| YTD | +15.2% | +23.0% | -7.8% | +7.8% |
| 1Y | +3.5% | +41.0% | -37.5% | -7.3% |
| 3Y | -26.9% | +88.6% | -115.5% | -41.2% |
| 5Y | -44.2% | +70.8% | -115.0% | -54.1% |
| All | +25.7% | +54.2% | -28.5% | -1.4% |
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