+730.4%
INCY vs GME
+1,066.0%
-335.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +3.2% | -1.4% | +4.6% | +3.3% |
| 3M | +23.6% | -15.1% | +38.7% | +25.0% |
| 6M | +29.7% | -22.5% | +52.2% | +31.8% |
| YTD | +25.9% | -5.9% | +31.9% | +26.2% |
| 1Y | +43.7% | -18.6% | +62.4% | +45.3% |
| 3Y | +94.4% | +6.7% | +87.8% | +75.1% |
| 5Y | +68.0% | -62.0% | +130.0% | +55.1% |
| 10Y | +52.5% | +239.5% | -186.9% | -47.6% |
| All | +730.4% | +1,066.0% | -335.5% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling