+2,494.6%
GPN vs INCY
+402.5%
+2,092.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +2.1% |
| 7D | -3.5% | -3.7% | +0.2% | -2.9% |
| 30D | +3.1% | +1.8% | +1.3% | +2.8% |
| 3M | +42.3% | +17.0% | +25.3% | +38.4% |
| 6M | +20.9% | +28.4% | -7.5% | +15.6% |
| YTD | +15.2% | +24.8% | -9.6% | +10.5% |
| 1Y | +5.4% | +42.9% | -37.5% | -1.3% |
| 3Y | -27.4% | +92.7% | -120.1% | -36.1% |
| 5Y | -44.2% | +73.3% | -117.5% | -50.2% |
| 10Y | +27.4% | +55.8% | -28.4% | +11.7% |
| All | +2,494.6% | +402.5% | +2,092.1% | +1,402.8% |
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