+2,064.0%
GS vs INCY
+1,175.5%
+888.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.6% |
| 30D | -1.6% | +5.8% | -7.4% | -2.5% |
| 3M | -4.5% | +25.2% | -29.7% | -8.3% |
| 6M | +20.9% | +28.2% | -7.3% | +15.5% |
| YTD | +19.9% | +28.3% | -8.4% | +14.3% |
| 1Y | +41.4% | +48.3% | -6.9% | +31.4% |
| 3Y | +239.2% | +95.9% | +143.2% | +197.4% |
| 5Y | +185.0% | +66.6% | +118.5% | +154.6% |
| 10Y | +655.0% | +54.5% | +600.4% | +553.2% |
| All | +2,064.0% | +1,175.5% | +888.6% | +854.2% |
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