+67.7%
INCY vs WCC
+224.0%
-156.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.9% |
| 7D | -4.2% | +1.5% | -5.7% | -4.3% |
| 30D | +0.6% | -2.1% | +2.7% | +0.7% |
| 3M | +12.6% | +3.8% | +8.8% | +11.8% |
| 6M | +28.3% | +35.0% | -6.7% | +22.5% |
| YTD | +23.0% | +46.4% | -23.4% | +16.2% |
| 1Y | +41.0% | +63.0% | -22.0% | +31.2% |
| 3Y | +88.6% | +133.9% | -45.4% | +64.7% |
| All | +67.7% | +224.0% | -156.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling