+95.6%
INCY vs GRMN
+179.1%
-83.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | +3.7% | -13.1% | +16.8% | +6.0% |
| 3M | +22.1% | +14.9% | +7.1% | +18.7% |
| 6M | +29.8% | +13.1% | +16.7% | +26.3% |
| YTD | +27.6% | +35.3% | -7.7% | +20.3% |
| 1Y | +47.2% | +16.0% | +31.2% | +42.2% |
| All | +95.6% | +179.1% | -83.4% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling