-14.0%
CDW vs INCY
+45.9%
-59.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -4.2% | -2.2% | -2.0% | -4.2% |
| 30D | +4.9% | +3.7% | +1.2% | +4.9% |
| 3M | +7.3% | +22.1% | -14.8% | +8.3% |
| 6M | +19.2% | +29.8% | -10.6% | +20.4% |
| YTD | +6.2% | +27.6% | -21.4% | +7.4% |
| 1Y | -14.0% | +47.2% | -61.2% | -14.7% |
| All | -14.0% | +45.9% | -59.9% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling