+5,385.1%
INCY vs ARWR
-98.4%
+5,483.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.4% |
| 7D | +3.1% | -17.9% | +21.1% | +3.2% |
| 30D | +12.0% | -18.9% | +30.9% | +12.2% |
| 3M | +0.8% | -46.0% | +46.7% | +1.1% |
| 6M | +22.8% | -40.3% | +63.1% | +23.1% |
| YTD | +23.2% | -29.0% | +52.2% | +23.4% |
| 1Y | +12.4% | +13.8% | -1.4% | +12.2% |
| 3Y | +132.1% | +74.9% | +57.2% | +130.6% |
| 5Y | +85.5% | -36.2% | +121.7% | +85.0% |
| 10Y | +16.4% | +1,028.0% | -1,011.5% | +14.6% |
| All | +5,385.1% | -98.4% | +5,483.5% | +5,980.3% |
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