+287.1%
INCY vs GRMN
+6,828.2%
-6,541.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +8.4% | +1.2% | +7.2% | +7.8% |
| 3M | +0.4% | -8.9% | +9.3% | +3.5% |
| 6M | +22.4% | +23.0% | -0.6% | +11.7% |
| YTD | +22.5% | +41.2% | -18.8% | +5.5% |
| 1Y | +14.8% | +47.5% | -32.7% | -2.9% |
| 3Y | +127.7% | +155.8% | -28.0% | +48.5% |
| 5Y | +84.4% | +120.2% | -35.8% | +24.7% |
| 10Y | +15.7% | +629.9% | -614.1% | -53.6% |
| All | +287.1% | +6,828.2% | -6,541.1% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling