-29.4%
EW vs INCY
+69.9%
-99.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.1% | -2.2% | -2.9% | -4.8% |
| 30D | -6.4% | +3.7% | -10.0% | -6.9% |
| 3M | -1.6% | +22.1% | -23.6% | -5.0% |
| 6M | +2.3% | +29.8% | -27.5% | -2.5% |
| YTD | +1.1% | +27.6% | -26.5% | -3.6% |
| 1Y | +8.0% | +47.2% | -39.2% | -0.1% |
| 3Y | +16.3% | +97.0% | -80.6% | -1.2% |
| 5Y | -29.4% | +73.4% | -102.8% | -39.2% |
| All | -29.4% | +69.9% | -99.3% | -39.2% |
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