+5,354.6%
ITW vs INCY
+6,620.5%
-1,265.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | -10.4% | +3.7% | -14.0% | -10.8% |
| 3M | +3.5% | +22.1% | -18.5% | +1.1% |
| 6M | -3.4% | +29.8% | -33.1% | -6.3% |
| YTD | +8.5% | +27.6% | -19.1% | +5.3% |
| 1Y | +3.2% | +47.2% | -44.0% | -1.5% |
| 3Y | +18.9% | +97.0% | -78.1% | +9.0% |
| 5Y | +35.0% | +73.4% | -38.3% | +24.9% |
| 10Y | +188.6% | +59.2% | +129.4% | +162.1% |
| All | +5,354.6% | +6,620.5% | -1,265.9% | +2,596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling