-54.8%
GTLB vs INCY
+88.7%
-143.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -5.7% | -4.2% | -1.5% | -4.4% |
| 30D | +15.1% | +0.6% | +14.6% | +14.8% |
| 3M | +65.5% | +12.6% | +52.8% | +58.2% |
| 6M | +102.9% | +28.3% | +74.6% | +84.2% |
| YTD | +25.2% | +23.0% | +2.2% | +15.2% |
| 1Y | -5.5% | +41.0% | -46.5% | -18.4% |
| 3Y | -10.9% | +88.6% | -99.5% | -33.9% |
| All | -54.8% | +88.7% | -143.4% | -64.7% |
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