+14.8%
INCY vs GPC
-0.7%
+15.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +8.4% | -6.3% | +14.7% | +9.3% |
| 3M | +0.4% | -8.2% | +8.5% | +1.5% |
| 6M | +22.4% | +27.1% | -4.7% | +20.1% |
| YTD | +22.5% | +3.1% | +19.3% | +21.0% |
| 1Y | +14.8% | +0.1% | +14.7% | +14.3% |
| All | +14.8% | -0.7% | +15.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling