+73.3%
INCY vs GAP
+3.0%
+70.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -3.7% | -6.3% | +2.6% | -3.2% |
| 30D | +1.8% | -0.2% | +2.1% | +1.7% |
| 3M | +17.0% | 0.0% | +17.0% | +16.7% |
| 6M | +28.4% | -8.1% | +36.5% | +28.7% |
| YTD | +24.8% | -16.5% | +41.3% | +25.9% |
| 1Y | +42.9% | -10.5% | +53.4% | +43.1% |
| 3Y | +92.7% | +104.0% | -11.3% | +74.9% |
| 5Y | +73.3% | +6.8% | +66.6% | +51.5% |
| All | +73.3% | +3.0% | +70.3% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling