+73.3%
INCY vs NWSA
+39.0%
+34.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -3.7% | -4.8% | +1.1% | -2.7% |
| 30D | +1.8% | +3.0% | -1.1% | +1.2% |
| 3M | +17.0% | +9.3% | +7.7% | +14.5% |
| 6M | +28.4% | +23.2% | +5.2% | +22.3% |
| YTD | +24.8% | +13.3% | +11.5% | +21.0% |
| 1Y | +42.9% | +2.9% | +40.0% | +41.5% |
| 3Y | +92.7% | +43.3% | +49.4% | +74.4% |
| 5Y | +73.3% | +40.9% | +32.5% | +58.7% |
| All | +73.3% | +39.0% | +34.3% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling