+14.7%
GTLB vs INCY
+45.3%
-30.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | +11.1% | +1.9% | +9.1% | +10.9% |
| 30D | +37.8% | +5.8% | +32.0% | +37.0% |
| 3M | +61.6% | +25.2% | +36.4% | +58.0% |
| 6M | +98.9% | +28.2% | +70.7% | +93.5% |
| YTD | +32.8% | +28.3% | +4.4% | +31.1% |
| 1Y | +14.7% | +48.3% | -33.7% | +14.2% |
| All | +14.7% | +45.3% | -30.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling