+5,612.7%
INCY vs ARWR
-97.0%
+5,709.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.9% |
| 30D | +5.8% | -0.7% | +6.5% | +5.8% |
| 3M | +25.2% | +14.9% | +10.3% | +25.1% |
| 6M | +28.2% | +32.6% | -4.4% | +28.0% |
| YTD | +28.3% | +30.0% | -1.7% | +28.1% |
| 1Y | +48.3% | +208.4% | -160.0% | +47.2% |
| 3Y | +95.9% | +208.8% | -112.9% | +94.1% |
| 5Y | +66.6% | +27.8% | +38.8% | +65.5% |
| 10Y | +54.5% | +1,107.6% | -1,053.0% | +51.7% |
| All | +5,612.7% | -97.0% | +5,709.7% | +6,211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling