+726.5%
IWD vs INCY
+417.3%
+309.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | +0.6% | +5.8% | -5.2% | -0.2% |
| 3M | +7.2% | +25.2% | -18.0% | +3.7% |
| 6M | +16.2% | +28.2% | -12.0% | +11.9% |
| YTD | +23.3% | +28.3% | -5.0% | +18.5% |
| 1Y | +29.6% | +48.3% | -18.8% | +21.8% |
| 3Y | +70.5% | +95.9% | -25.5% | +52.3% |
| 5Y | +73.5% | +66.6% | +6.9% | +57.5% |
| 10Y | +198.3% | +54.5% | +143.8% | +163.1% |
| All | +726.5% | +417.3% | +309.2% | +323.3% |
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