+51.9%
INCY vs GRMN
+646.1%
-594.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.7% | -1.8% | -1.9% | -3.2% |
| 30D | +1.8% | -12.1% | +13.9% | +5.4% |
| 3M | +17.0% | +18.0% | -1.0% | +10.9% |
| 6M | +28.4% | +13.7% | +14.7% | +22.7% |
| YTD | +24.8% | +35.3% | -10.5% | +13.1% |
| 1Y | +42.9% | +17.2% | +25.7% | +34.5% |
| 3Y | +92.7% | +179.6% | -86.9% | +31.6% |
| 5Y | +73.3% | +75.6% | -2.2% | +37.9% |
| All | +51.9% | +646.1% | -594.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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