+149.4%
EWT vs INCY
+69.3%
+80.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -1.1% | -4.2% | +3.0% | -0.7% |
| 30D | +4.5% | +0.6% | +3.9% | +4.4% |
| 3M | +8.3% | +12.6% | -4.4% | +6.3% |
| 6M | +54.2% | +28.3% | +25.9% | +48.5% |
| YTD | +74.6% | +23.0% | +51.6% | +68.7% |
| 1Y | +84.9% | +41.0% | +43.9% | +75.1% |
| 3Y | +197.5% | +88.6% | +108.9% | +166.3% |
| All | +149.4% | +69.3% | +80.2% | +125.3% |
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