+59.2%
INCY vs WST
+325.7%
-266.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | +3.7% | -4.3% | +8.0% | +4.6% |
| 3M | +22.1% | +0.7% | +21.3% | +21.8% |
| 6M | +29.8% | +36.0% | -6.2% | +21.2% |
| YTD | +27.6% | +22.7% | +4.8% | +21.6% |
| 1Y | +47.2% | +34.1% | +13.1% | +37.4% |
| 3Y | +97.0% | -13.6% | +110.5% | +91.6% |
| 5Y | +73.4% | -26.0% | +99.3% | +75.1% |
| 10Y | +59.2% | +335.8% | -276.5% | -18.0% |
| All | +59.2% | +325.7% | -266.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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