+49.7%
INCY vs WTW
+198.0%
-148.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -4.2% | -5.7% | +1.5% | -2.4% |
| 30D | +0.6% | -7.3% | +7.8% | +2.8% |
| 3M | +12.6% | +21.5% | -8.8% | +5.7% |
| 6M | +28.3% | +9.6% | +18.7% | +23.8% |
| YTD | +23.0% | -3.3% | +26.3% | +22.7% |
| 1Y | +41.0% | -6.1% | +47.1% | +42.0% |
| 3Y | +88.6% | +61.8% | +26.7% | +55.8% |
| 5Y | +70.8% | +42.7% | +28.1% | +44.9% |
| All | +49.7% | +198.0% | -148.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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