+6,660.0%
INCY vs GPC
+1,517.4%
+5,142.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | +1.9% | +1.2% | +0.7% | +1.2% |
| 30D | +5.8% | +6.0% | -0.2% | +2.2% |
| 3M | +25.2% | +42.6% | -17.4% | +0.9% |
| 6M | +28.2% | +22.8% | +5.5% | +11.7% |
| YTD | +28.3% | +15.5% | +12.9% | +14.0% |
| 1Y | +48.3% | +2.0% | +46.3% | +41.1% |
| 3Y | +95.9% | -1.4% | +97.4% | +79.1% |
| 5Y | +66.6% | +30.6% | +36.0% | +21.1% |
| 10Y | +54.5% | +80.6% | -26.1% | -23.9% |
| All | +6,660.0% | +1,517.4% | +5,142.6% | +645.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling