-22.8%
CDW vs INCY
+67.2%
-89.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.8% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +6.9% | +3.2% | +3.7% | +6.2% |
| 3M | +7.7% | +23.6% | -15.9% | +3.3% |
| 6M | +18.3% | +29.7% | -11.3% | +12.0% |
| YTD | +7.8% | +25.9% | -18.2% | +2.3% |
| 1Y | -12.2% | +43.7% | -55.9% | -19.6% |
| 3Y | -28.9% | +94.4% | -123.4% | -40.7% |
| 5Y | -22.8% | +68.0% | -90.8% | -35.0% |
| All | -22.8% | +67.2% | -89.9% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling