+76.7%
GSK vs INCY
+54.2%
+22.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.5% | -4.2% | +0.6% | -2.8% |
| 30D | -3.4% | +0.6% | -4.0% | -3.6% |
| 3M | -8.1% | +12.6% | -20.8% | -10.1% |
| 6M | -11.1% | +28.3% | -39.5% | -15.1% |
| YTD | +0.7% | +23.0% | -22.2% | -3.1% |
| 1Y | +20.1% | +41.0% | -20.8% | +12.6% |
| 3Y | +46.1% | +88.6% | -42.5% | +28.7% |
| 5Y | +48.2% | +70.8% | -22.6% | +31.7% |
| All | +76.7% | +54.2% | +22.5% | +45.7% |
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