+37.6%
ITW vs INCY
+69.3%
-31.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 6M | 0.0% | +28.3% | -28.3% | -4.8% |
| YTD | +10.2% | +23.0% | -12.8% | +5.4% |
| 1Y | +3.2% | +41.0% | -37.7% | -4.2% |
| 3Y | +21.0% | +88.6% | -67.6% | +4.3% |
| All | +37.6% | +69.3% | -31.7% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling