+293.7%
CDW vs INCY
+54.2%
+239.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +8.2% |
| 7D | +0.9% | -4.2% | +5.1% | +1.8% |
| 30D | +13.1% | +0.6% | +12.5% | +12.8% |
| 3M | +19.7% | +12.6% | +7.0% | +16.3% |
| 6M | +30.7% | +28.3% | +2.4% | +22.8% |
| YTD | +14.7% | +23.0% | -8.3% | +8.5% |
| 1Y | -5.3% | +41.0% | -46.3% | -13.7% |
| 3Y | -23.8% | +88.6% | -112.4% | -36.6% |
| 5Y | -16.8% | +70.8% | -87.6% | -29.7% |
| All | +293.7% | +54.2% | +239.5% | +216.3% |
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