+23.8%
CDW vs INCY
+15.3%
+8.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +20.4% | +9.8% | +10.6% | +20.4% |
| 3M | +28.5% | +1.0% | +27.5% | +28.6% |
| 6M | +70.6% | +21.9% | +48.7% | +73.1% |
| YTD | +29.1% | +23.8% | +5.3% | +30.6% |
| 1Y | +23.8% | +13.0% | +10.7% | +27.8% |
| All | +23.8% | +15.3% | +8.4% | +27.8% |
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