+49.7%
INCY vs NWSA
+149.4%
-99.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -4.2% | -2.8% | -1.4% | -3.5% |
| 30D | +0.6% | +3.0% | -2.5% | -0.2% |
| 3M | +12.6% | +12.3% | +0.3% | +9.2% |
| 6M | +28.3% | +21.9% | +6.5% | +21.7% |
| YTD | +23.0% | +13.6% | +9.4% | +18.3% |
| 1Y | +41.0% | +0.5% | +40.5% | +39.7% |
| 3Y | +88.6% | +43.8% | +44.8% | +68.5% |
| 5Y | +70.8% | +41.2% | +29.6% | +49.6% |
| All | +49.7% | +149.4% | -99.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling