+67.7%
INCY vs GFI
+524.1%
-456.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -4.2% | -4.9% | +0.7% | -4.1% |
| 30D | +0.6% | +10.7% | -10.1% | +0.4% |
| 3M | +12.6% | +25.6% | -13.0% | +12.2% |
| 6M | +28.3% | -8.3% | +36.6% | +28.5% |
| YTD | +23.0% | +6.3% | +16.7% | +22.8% |
| 1Y | +41.0% | +22.1% | +18.9% | +40.4% |
| 3Y | +88.6% | +289.2% | -200.6% | +82.0% |
| All | +67.7% | +524.1% | -456.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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