+511.0%
INCY vs NWSA
+123.2%
+387.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -0.5% | -2.6% | +2.2% | +0.3% |
| 30D | +3.2% | +4.6% | -1.4% | +1.8% |
| 3M | +23.6% | +10.2% | +13.4% | +19.7% |
| 6M | +29.7% | +21.6% | +8.0% | +21.6% |
| YTD | +25.9% | +14.6% | +11.3% | +19.7% |
| 1Y | +43.7% | +0.4% | +43.4% | +42.0% |
| 3Y | +94.4% | +45.0% | +49.5% | +68.7% |
| 5Y | +68.0% | +41.3% | +26.7% | +42.7% |
| 10Y | +52.5% | +142.8% | -90.3% | -3.8% |
| All | +511.0% | +123.2% | +387.8% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling