-27.1%
GPN vs INCY
+89.7%
-116.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.6% | -4.2% | -0.4% | -3.7% |
| 30D | -0.3% | +0.6% | -0.9% | -0.5% |
| 3M | +35.4% | +12.6% | +22.8% | +31.6% |
| 6M | +21.7% | +28.3% | -6.7% | +14.5% |
| YTD | +14.9% | +23.0% | -8.1% | +8.9% |
| 1Y | +3.2% | +41.0% | -37.8% | -5.9% |
| 3Y | -27.1% | +88.6% | -115.7% | -41.3% |
| All | -27.1% | +89.7% | -116.9% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling