+188.3%
ITW vs INCY
+54.2%
+134.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -0.7% | -4.2% | +3.4% | 0.0% |
| 30D | -8.3% | +0.6% | -8.9% | -8.5% |
| 3M | +6.0% | +12.6% | -6.6% | +3.3% |
| 6M | 0.0% | +28.3% | -28.3% | -5.0% |
| YTD | +10.2% | +23.0% | -12.8% | +5.2% |
| 1Y | +3.2% | +41.0% | -37.7% | -4.4% |
| 3Y | +21.0% | +88.6% | -67.6% | +4.1% |
| 5Y | +37.9% | +70.8% | -32.9% | +19.9% |
| All | +188.3% | +54.2% | +134.1% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling