+91.4%
INCY vs TW
+20.3%
+71.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | +1.8% | -1.7% | +3.6% | +1.9% |
| 3M | +17.0% | +1.6% | +15.4% | +16.8% |
| 6M | +28.4% | -17.7% | +46.1% | +29.9% |
| YTD | +24.8% | -4.3% | +29.2% | +24.9% |
| 1Y | +42.9% | -13.1% | +56.0% | +43.8% |
| All | +91.4% | +20.3% | +71.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling