+1,114.4%
INCY vs WCC
+1,713.7%
-599.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -2.1% |
| 7D | +1.9% | +4.5% | -2.6% | +0.5% |
| 30D | +5.8% | -5.8% | +11.6% | +7.4% |
| 3M | +25.2% | -3.7% | +28.9% | +24.9% |
| 6M | +28.2% | +23.1% | +5.2% | +17.5% |
| YTD | +28.3% | +44.2% | -15.8% | +11.8% |
| 1Y | +48.3% | +62.1% | -13.7% | +23.9% |
| 3Y | +95.9% | +121.1% | -25.2% | +38.9% |
| 5Y | +66.6% | +214.0% | -147.4% | -2.2% |
| 10Y | +54.5% | +472.8% | -418.3% | -37.5% |
| All | +1,114.4% | +1,713.7% | -599.4% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling