+969.7%
AWK vs INCY
+1,069.3%
-99.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | +5.6% | +5.8% | -0.2% | +4.9% |
| 3M | +15.9% | +25.2% | -9.3% | +13.1% |
| 6M | +4.6% | +28.2% | -23.6% | +1.8% |
| YTD | +10.1% | +28.3% | -18.3% | +6.9% |
| 1Y | +2.1% | +48.3% | -46.3% | -2.5% |
| 3Y | +9.8% | +95.9% | -86.1% | +1.0% |
| 5Y | -15.4% | +66.6% | -81.9% | -21.3% |
| 10Y | +129.4% | +54.5% | +74.9% | +107.5% |
| All | +969.7% | +1,069.3% | -99.6% | +548.6% |
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 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