+10.8%
EW vs INCY
+43.7%
-32.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -3.4% | -3.7% | +0.3% | -3.2% |
| 30D | -7.4% | +1.8% | -9.2% | -7.4% |
| 3M | +0.9% | +17.0% | -16.1% | +0.4% |
| 6M | +1.2% | +28.4% | -27.2% | 0.0% |
| YTD | +1.8% | +24.8% | -23.0% | +0.5% |
| 1Y | +10.8% | +42.9% | -32.1% | +7.8% |
| All | +10.8% | +43.7% | -32.9% | +7.8% |
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