+7,739.1%
GWW vs INCY
+6,620.5%
+1,118.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | -1.4% | +3.7% | -5.1% | -1.8% |
| 3M | -3.6% | +22.1% | -25.7% | -5.5% |
| 6M | +15.1% | +29.8% | -14.7% | +12.2% |
| YTD | +27.5% | +27.6% | -0.1% | +24.3% |
| 1Y | +29.6% | +47.2% | -17.6% | +24.6% |
| 3Y | +90.1% | +97.0% | -6.9% | +76.7% |
| 5Y | +222.6% | +73.4% | +149.3% | +202.0% |
| 10Y | +566.5% | +59.2% | +507.3% | +514.1% |
| All | +7,739.1% | +6,620.5% | +1,118.6% | +4,241.1% |
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