+6,378.4%
INCY vs GFI
+777.8%
+5,600.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -4.2% | -4.9% | +0.7% | -4.0% |
| 30D | +0.6% | +10.7% | -10.1% | +0.1% |
| 3M | +12.6% | +25.6% | -13.0% | +11.4% |
| 6M | +28.3% | -8.3% | +36.6% | +28.3% |
| YTD | +23.0% | +6.3% | +16.7% | +22.0% |
| 1Y | +41.0% | +22.1% | +18.9% | +38.7% |
| 3Y | +88.6% | +289.2% | -200.6% | +74.4% |
| 5Y | +70.8% | +531.7% | -460.9% | +52.5% |
| 10Y | +53.5% | +1,043.8% | -990.3% | +29.7% |
| All | +6,378.4% | +777.8% | +5,600.6% | +5,679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling