+1,044.2%
AWK vs INCY
+1,016.0%
+28.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +10.3% | +0.4% | +9.9% | +10.2% |
| 6M | +18.9% | +22.4% | -3.5% | +16.3% |
| YTD | +17.7% | +22.5% | -4.8% | +14.8% |
| 1Y | +16.9% | +14.8% | +2.1% | +14.7% |
| 3Y | +32.2% | +127.7% | -95.5% | +19.6% |
| 5Y | -2.2% | +84.4% | -86.5% | -9.8% |
| 10Y | +156.1% | +15.7% | +140.4% | +138.9% |
| All | +1,044.2% | +1,016.0% | +28.2% | +596.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling