+77.5%
INCY vs GGLL
+328.7%
-251.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +1.9% | -4.8% | +6.7% | +2.2% |
| 30D | +5.8% | -13.7% | +19.5% | +6.8% |
| 3M | +25.2% | -21.9% | +47.0% | +26.8% |
| 6M | +28.2% | +11.7% | +16.6% | +24.9% |
| YTD | +28.3% | +2.3% | +26.1% | +25.9% |
| 1Y | +48.3% | +76.2% | -27.8% | +38.9% |
| 3Y | +95.9% | +245.0% | -149.1% | +72.4% |
| All | +77.5% | +328.7% | -251.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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