+67.7%
INCY vs GRMN
+81.6%
-14.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.3% |
| 7D | -4.2% | +2.4% | -6.6% | -4.6% |
| 30D | +0.6% | -8.5% | +9.0% | +2.2% |
| 3M | +12.6% | +19.5% | -6.8% | +8.3% |
| 6M | +28.3% | +21.2% | +7.1% | +22.8% |
| YTD | +23.0% | +41.0% | -18.1% | +14.0% |
| 1Y | +41.0% | +19.6% | +21.4% | +34.7% |
| 3Y | +88.6% | +183.8% | -95.2% | +45.8% |
| All | +67.7% | +81.6% | -14.0% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling