-54.5%
GTLB vs INCY
+91.5%
-146.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.8% |
| 7D | -4.1% | -3.7% | -0.4% | -2.9% |
| 30D | +12.3% | +1.8% | +10.5% | +11.6% |
| 3M | +65.9% | +17.0% | +48.9% | +56.5% |
| 6M | +104.0% | +28.4% | +75.6% | +85.2% |
| YTD | +26.0% | +24.8% | +1.2% | +15.4% |
| 1Y | -3.5% | +42.9% | -46.4% | -17.0% |
| 3Y | -9.6% | +92.7% | -102.3% | -33.6% |
| All | -54.5% | +91.5% | -146.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling