+554.5%
INCY vs GWRE
+741.3%
-186.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -4.2% | -13.2% | +9.1% | -1.1% |
| 30D | +0.6% | -18.6% | +19.2% | +4.3% |
| 3M | +12.6% | +18.9% | -6.3% | +6.3% |
| 6M | +28.3% | -11.0% | +39.3% | +27.3% |
| YTD | +23.0% | -29.9% | +52.9% | +28.6% |
| 1Y | +41.0% | -44.3% | +85.3% | +56.2% |
| 3Y | +88.6% | +51.7% | +36.9% | +48.6% |
| 5Y | +70.8% | +15.4% | +55.4% | +42.2% |
| 10Y | +53.5% | +129.4% | -75.9% | -5.0% |
| All | +554.5% | +741.3% | -186.8% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling