+16.0%
INCY vs GPC
+74.2%
-58.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | +12.0% | -6.0% | +18.1% | +13.5% |
| 3M | +0.8% | -7.6% | +8.4% | +2.5% |
| 6M | +22.8% | +24.2% | -1.5% | +16.2% |
| YTD | +23.2% | +2.7% | +20.5% | +20.9% |
| 1Y | +12.4% | +0.2% | +12.3% | +10.9% |
| 3Y | +132.1% | -0.8% | +132.8% | +125.3% |
| 5Y | +85.5% | +4.4% | +81.1% | +74.9% |
| All | +16.0% | +74.2% | -58.1% | -5.0% |
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