+166.1%
WAT vs INCY
+54.2%
+111.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | -0.3% | -4.2% | +3.9% | +0.8% |
| 30D | -1.9% | +0.6% | -2.5% | -2.0% |
| 3M | +13.5% | +12.6% | +0.9% | +9.8% |
| 6M | +37.2% | +28.3% | +8.9% | +28.1% |
| YTD | +7.5% | +23.0% | -15.5% | +1.2% |
| 1Y | +35.0% | +41.0% | -6.0% | +22.2% |
| 3Y | +55.1% | +88.6% | -33.5% | +28.0% |
| 5Y | -2.8% | +70.8% | -73.6% | -18.3% |
| All | +166.1% | +54.2% | +111.9% | +112.4% |
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