+481.2%
INCY vs WTW
+1,101.3%
-620.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -3.7% | -7.8% | +4.1% | +0.1% |
| 30D | +1.8% | -7.9% | +9.7% | +5.8% |
| 3M | +17.0% | +19.9% | -3.0% | +6.4% |
| 6M | +28.4% | +9.8% | +18.6% | +21.0% |
| YTD | +24.8% | -3.3% | +28.2% | +23.9% |
| 1Y | +42.9% | -3.3% | +46.2% | +41.6% |
| 3Y | +92.7% | +61.5% | +31.1% | +43.6% |
| 5Y | +73.3% | +42.6% | +30.8% | +34.4% |
| 10Y | +55.8% | +197.1% | -141.3% | -26.1% |
| All | +481.2% | +1,101.3% | -620.0% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling