+932.9%
GSK vs INCY
+6,534.7%
-5,601.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.6% |
| 7D | -4.2% | -0.5% | -3.7% | -4.2% |
| 30D | -7.5% | +3.2% | -10.7% | -7.7% |
| 3M | -3.3% | +23.6% | -26.9% | -4.9% |
| 6M | -9.3% | +29.7% | -39.0% | -11.2% |
| YTD | +1.6% | +25.9% | -24.4% | -0.3% |
| 1Y | +25.5% | +43.7% | -18.2% | +21.8% |
| 3Y | +49.3% | +94.4% | -45.2% | +40.9% |
| 5Y | +46.7% | +68.0% | -21.3% | +39.5% |
| 10Y | +76.8% | +52.5% | +24.3% | +66.2% |
| All | +932.9% | +6,534.7% | -5,601.7% | +556.9% |
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