+298.1%
INCY vs GRMN
+6,622.3%
-6,324.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +3.2% | -11.3% | +14.5% | +7.8% |
| 3M | +23.6% | +17.7% | +5.9% | +15.2% |
| 6M | +29.7% | +14.2% | +15.5% | +21.8% |
| YTD | +25.9% | +37.0% | -11.1% | +10.0% |
| 1Y | +43.7% | +17.0% | +26.7% | +32.4% |
| 3Y | +94.4% | +183.2% | -88.8% | +21.7% |
| 5Y | +68.0% | +77.3% | -9.3% | +23.4% |
| 10Y | +52.5% | +630.9% | -578.4% | -38.6% |
| All | +298.1% | +6,622.3% | -6,324.2% | -37.3% |
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