+49.7%
INCY vs GME
+285.6%
-236.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.5% |
| 7D | -4.2% | +10.4% | -14.6% | -4.3% |
| 30D | +0.6% | +14.1% | -13.5% | +0.3% |
| 3M | +12.6% | -4.6% | +17.3% | +12.7% |
| 6M | +28.3% | -13.5% | +41.9% | +28.6% |
| YTD | +23.0% | +5.3% | +17.7% | +22.8% |
| 1Y | +41.0% | -14.9% | +55.9% | +41.2% |
| 3Y | +88.6% | +24.3% | +64.3% | +84.0% |
| 5Y | +70.8% | -55.6% | +126.4% | +67.1% |
| All | +49.7% | +285.6% | -236.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling