+1,704.0%
GS vs INCY
+1,104.0%
+600.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.6% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -2.4% | +5.5% | -7.9% | -3.3% |
| 3M | -15.7% | +1.1% | -16.8% | -16.0% |
| 6M | -6.8% | +19.8% | -26.6% | -10.1% |
| YTD | -0.1% | +21.1% | -21.2% | -3.9% |
| 1Y | +12.1% | +13.7% | -1.6% | +8.8% |
| 3Y | +185.8% | +119.3% | +66.5% | +145.9% |
| 5Y | +140.1% | +76.3% | +63.8% | +112.8% |
| 10Y | +505.2% | +36.6% | +468.6% | +434.2% |
| All | +1,704.0% | +1,104.0% | +600.0% | +702.1% |
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