+59.2%
INCY vs GPC
+83.6%
-24.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +3.7% | +1.3% | +2.4% | +3.3% |
| 3M | +22.1% | +37.1% | -15.0% | +13.0% |
| 6M | +29.8% | +23.2% | +6.6% | +22.9% |
| YTD | +27.6% | +13.1% | +14.5% | +22.5% |
| 1Y | +47.2% | +0.9% | +46.3% | +45.3% |
| 3Y | +97.0% | -0.8% | +97.8% | +91.3% |
| 5Y | +73.4% | +31.1% | +42.2% | +54.2% |
| 10Y | +59.2% | +87.4% | -28.1% | +24.0% |
| All | +59.2% | +83.6% | -24.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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