-3.3%
AWK vs INCY
+83.5%
-86.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +14.3% | +8.4% | +5.8% | +13.0% |
| 3M | +10.3% | +0.4% | +9.9% | +10.1% |
| 6M | +18.9% | +22.4% | -3.5% | +15.7% |
| YTD | +17.7% | +22.5% | -4.8% | +14.1% |
| 1Y | +16.9% | +14.8% | +2.1% | +14.2% |
| 3Y | +32.2% | +127.7% | -95.5% | +11.3% |
| All | -3.3% | +83.5% | -86.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling