+88.6%
INCY vs GWRE
+50.1%
+38.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -4.2% | -13.2% | +9.1% | -3.8% |
| 30D | +0.6% | -18.6% | +19.2% | +1.0% |
| 3M | +12.6% | +18.9% | -6.3% | +12.3% |
| 6M | +28.3% | -11.0% | +39.3% | +28.2% |
| YTD | +23.0% | -29.9% | +52.9% | +24.0% |
| 1Y | +41.0% | -44.3% | +85.3% | +43.2% |
| 3Y | +88.6% | +51.7% | +36.9% | +75.3% |
| All | +88.6% | +50.1% | +38.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling