+225.5%
GWW vs INCY
+69.3%
+156.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | -3.4% | -4.2% | +0.8% | -2.9% |
| 30D | -1.9% | +0.6% | -2.5% | -2.0% |
| 3M | -2.4% | +12.6% | -15.0% | -4.0% |
| 6M | +15.7% | +28.3% | -12.6% | +11.6% |
| YTD | +27.6% | +23.0% | +4.6% | +23.5% |
| 1Y | +27.2% | +41.0% | -13.8% | +20.4% |
| 3Y | +89.7% | +88.6% | +1.1% | +70.3% |
| All | +225.5% | +69.3% | +156.2% | +191.6% |
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