+4.2%
ITW vs INCY
+45.3%
-41.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.6% | +1.9% | -5.5% | -3.8% |
| 30D | -9.1% | +5.8% | -14.9% | -9.8% |
| 3M | +8.2% | +25.2% | -17.0% | +5.3% |
| 6M | -4.8% | +28.2% | -33.0% | -7.9% |
| YTD | +11.0% | +28.3% | -17.3% | +6.6% |
| 1Y | +4.2% | +48.3% | -44.1% | -2.9% |
| All | +4.2% | +45.3% | -41.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling