+29.8%
INCY vs GME
-17.1%
+46.9%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +0.1% |
| 7D | -2.2% | +4.8% | -7.0% | -3.3% |
| 30D | +3.7% | +5.9% | -2.2% | +2.3% |
| 3M | +22.1% | -10.7% | +32.8% | +24.7% |
| 6M | +29.8% | -19.8% | +49.6% | +33.6% |
| All | +29.8% | -17.1% | +46.9% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling