+10,726.6%
WAT vs INCY
+2,949.6%
+7,777.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +2.3% | +5.8% | -3.5% | +1.5% |
| 3M | +8.7% | +25.2% | -16.5% | +4.9% |
| 6M | +28.3% | +28.2% | +0.1% | +23.3% |
| YTD | +7.8% | +28.3% | -20.5% | +3.4% |
| 1Y | +36.6% | +48.3% | -11.7% | +28.0% |
| 3Y | +45.7% | +95.9% | -50.3% | +29.8% |
| 5Y | -3.3% | +66.6% | -69.9% | -12.1% |
| 10Y | +162.1% | +54.5% | +107.6% | +132.3% |
| All | +10,726.6% | +2,949.6% | +7,777.0% | +4,449.4% |
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 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