+228.3%
WAT vs INCY
+15.3%
+213.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +5.4% | +8.4% | -3.0% | +3.1% |
| 3M | +11.3% | +0.4% | +10.9% | +11.0% |
| 6M | +37.4% | +22.4% | +15.0% | +29.7% |
| YTD | +21.2% | +22.5% | -1.3% | +13.9% |
| 1Y | +21.3% | +14.8% | +6.6% | +15.8% |
| 3Y | +83.4% | +127.7% | -44.3% | +43.7% |
| 5Y | +29.0% | +84.4% | -55.4% | +6.5% |
| All | +228.3% | +15.3% | +213.0% | +168.3% |
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 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