+12.9%
INCY vs GPC
+0.8%
+12.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | +9.8% | -4.5% | +14.3% | +10.4% |
| 3M | +1.0% | -7.7% | +8.7% | +2.0% |
| 6M | +21.9% | +24.3% | -2.4% | +19.7% |
| YTD | +23.8% | +3.5% | +20.3% | +22.4% |
| All | +12.9% | +0.8% | +12.2% | +12.1% |
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