+67.7%
INCY vs GWRE
+15.1%
+52.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -4.2% | -13.2% | +9.1% | -3.3% |
| 30D | +0.6% | -18.6% | +19.2% | +1.6% |
| 3M | +12.6% | +18.9% | -6.3% | +11.0% |
| 6M | +28.3% | -11.0% | +39.3% | +28.2% |
| YTD | +23.0% | -29.9% | +52.9% | +25.3% |
| 1Y | +41.0% | -44.3% | +85.3% | +46.5% |
| 3Y | +88.6% | +51.7% | +36.9% | +71.0% |
| All | +67.7% | +15.1% | +52.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling