+12,353.6%
WAT vs INCY
+2,841.8%
+9,511.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +9.0% | +9.8% | -0.8% | +7.4% |
| 3M | +13.5% | +1.0% | +12.5% | +13.2% |
| 6M | +35.3% | +21.9% | +13.4% | +31.0% |
| YTD | +24.0% | +23.8% | +0.2% | +19.5% |
| 1Y | +22.0% | +13.0% | +8.9% | +19.1% |
| 3Y | +84.0% | +133.2% | -49.2% | +59.8% |
| 5Y | +34.4% | +87.8% | -53.4% | +20.3% |
| 10Y | +231.4% | +17.0% | +214.4% | +205.9% |
| All | +12,353.6% | +2,841.8% | +9,511.7% | +5,157.9% |
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