+49.5%
INCY vs TW
+211.4%
-161.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.2% | -1.2% |
| 7D | -0.5% | -3.5% | +3.0% | +0.3% |
| 30D | +3.2% | +0.5% | +2.7% | +2.9% |
| 3M | +23.6% | +4.9% | +18.7% | +21.6% |
| 6M | +29.7% | -17.1% | +46.8% | +34.6% |
| YTD | +25.9% | -3.9% | +29.8% | +25.9% |
| 1Y | +43.7% | -13.3% | +57.0% | +47.0% |
| 3Y | +94.4% | +20.9% | +73.5% | +77.2% |
| 5Y | +68.0% | +20.5% | +47.5% | +50.1% |
| All | +49.5% | +211.4% | -161.9% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling