+591.5%
EWT vs INCY
+157.2%
+434.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +2.1% | -2.2% | +4.3% | +2.5% |
| 30D | +9.4% | +3.7% | +5.7% | +8.7% |
| 3M | +10.9% | +22.1% | -11.2% | +7.1% |
| 6M | +57.9% | +29.8% | +28.2% | +50.9% |
| YTD | +75.9% | +27.6% | +48.3% | +68.2% |
| 1Y | +89.7% | +47.2% | +42.5% | +77.0% |
| 3Y | +200.9% | +97.0% | +103.9% | +164.5% |
| 5Y | +154.5% | +73.4% | +81.1% | +126.1% |
| 10Y | +520.8% | +59.2% | +461.5% | +433.7% |
| All | +591.5% | +157.2% | +434.3% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling