+73.4%
INCY vs ARWR
+25.7%
+47.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | -2.2% | -3.2% | +1.0% | -1.8% |
| 30D | +3.7% | -6.5% | +10.1% | +4.6% |
| 3M | +22.1% | +12.7% | +9.4% | +19.5% |
| 6M | +29.8% | +36.2% | -6.4% | +23.4% |
| YTD | +27.6% | +24.5% | +3.1% | +22.4% |
| 1Y | +47.2% | +198.0% | -150.8% | +23.0% |
| 3Y | +97.0% | +176.4% | -79.4% | +55.8% |
| 5Y | +73.4% | +26.6% | +46.8% | +46.8% |
| All | +73.4% | +25.7% | +47.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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