+199.8%
GS vs INCY
+132.2%
+67.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | +4.3% | +8.4% | -4.1% | +2.8% |
| 3M | -11.7% | +0.4% | -12.0% | -11.8% |
| 6M | -3.2% | +22.4% | -25.6% | -7.6% |
| YTD | +5.8% | +22.5% | -16.7% | +0.5% |
| 1Y | +16.0% | +14.8% | +1.3% | +11.6% |
| 3Y | +199.8% | +127.7% | +72.0% | +151.4% |
| All | +199.8% | +132.2% | +67.5% | +151.4% |
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 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