+5,410.8%
INCY vs ARWR
-98.3%
+5,509.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -0.5% | -19.9% | +19.5% | -0.3% |
| 30D | +9.8% | -18.7% | +28.5% | +9.9% |
| 3M | +1.0% | -44.7% | +45.7% | +1.3% |
| 6M | +21.9% | -36.5% | +58.4% | +22.2% |
| YTD | +23.8% | -25.7% | +49.4% | +23.9% |
| 1Y | +13.0% | +18.9% | -5.9% | +12.8% |
| 3Y | +133.2% | +83.1% | +50.1% | +131.7% |
| 5Y | +87.8% | -34.9% | +122.7% | +87.2% |
| 10Y | +17.0% | +1,080.9% | -1,063.9% | +15.1% |
| All | +5,410.8% | -98.3% | +5,509.1% | +6,007.2% |
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