+39.2%
GPN vs INCY
+21.0%
+18.1%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +3.8% | +3.2% | +0.6% | +3.3% |
| 3M | +39.2% | +23.6% | +15.6% | +33.6% |
| All | +39.2% | +21.0% | +18.1% | +33.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling