+652.8%
GS vs INCY
+51.6%
+601.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -1.6% | +5.8% | -7.4% | -2.8% |
| 3M | -4.5% | +25.2% | -29.7% | -9.5% |
| 6M | +20.9% | +28.2% | -7.3% | +13.8% |
| YTD | +19.9% | +28.3% | -8.4% | +12.5% |
| 1Y | +41.4% | +48.3% | -6.9% | +28.2% |
| 3Y | +239.2% | +95.9% | +143.2% | +184.0% |
| 5Y | +185.0% | +66.6% | +118.5% | +144.6% |
| All | +652.8% | +51.6% | +601.1% | +460.0% |
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