+6,660.0%
INCY vs GAP
+761.7%
+5,898.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.9% | -4.5% | +6.4% | +2.8% |
| 30D | +5.8% | +9.0% | -3.2% | +3.6% |
| 3M | +25.2% | +5.0% | +20.2% | +23.3% |
| 6M | +28.2% | -17.8% | +46.0% | +31.3% |
| YTD | +28.3% | -10.4% | +38.7% | +28.9% |
| 1Y | +48.3% | -3.4% | +51.7% | +46.1% |
| 3Y | +95.9% | +111.5% | -15.5% | +52.2% |
| 5Y | +66.6% | +8.8% | +57.8% | +39.7% |
| 10Y | +54.5% | +32.9% | +21.6% | +1.6% |
| All | +6,660.0% | +761.7% | +5,898.3% | +2,806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling