+49.7%
INCY vs GAP
+31.2%
+18.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.7% |
| 7D | -4.2% | -4.1% | -0.1% | -3.8% |
| 30D | +0.6% | +6.2% | -5.6% | -0.1% |
| 3M | +12.6% | -0.7% | +13.3% | +12.4% |
| 6M | +28.3% | -7.1% | +35.4% | +28.5% |
| YTD | +23.0% | -14.1% | +37.1% | +23.7% |
| 1Y | +41.0% | -8.5% | +49.5% | +40.8% |
| 3Y | +88.6% | +115.4% | -26.8% | +70.9% |
| 5Y | +70.8% | +9.8% | +61.0% | +58.8% |
| All | +49.7% | +31.2% | +18.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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