+117.8%
EW vs INCY
+54.2%
+63.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -6.2% | -4.2% | -2.0% | -5.3% |
| 30D | -9.3% | +0.6% | -9.9% | -9.5% |
| 3M | -1.6% | +12.6% | -14.3% | -4.5% |
| 6M | -0.8% | +28.3% | -29.2% | -6.7% |
| YTD | -1.0% | +23.0% | -24.0% | -6.3% |
| 1Y | +8.2% | +41.0% | -32.8% | -1.1% |
| 3Y | +12.7% | +88.6% | -75.9% | -6.2% |
| 5Y | -30.2% | +70.8% | -101.0% | -41.1% |
| All | +117.8% | +54.2% | +63.6% | +71.7% |
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 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