+128.5%
AWK vs INCY
+54.2%
+74.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.4% |
| 7D | -2.1% | -4.2% | +2.0% | -1.7% |
| 30D | +2.1% | +0.6% | +1.5% | +2.0% |
| 3M | +11.4% | +12.6% | -1.3% | +9.9% |
| 6M | +3.9% | +28.3% | -24.4% | +1.1% |
| YTD | +7.7% | +23.0% | -15.3% | +5.1% |
| 1Y | +1.3% | +41.0% | -39.7% | -2.8% |
| 3Y | +7.2% | +88.6% | -81.4% | -1.5% |
| 5Y | -17.0% | +70.8% | -87.8% | -23.3% |
| All | +128.5% | +54.2% | +74.3% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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