+94.4%
INCY vs WST
-15.5%
+110.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +3.2% | -4.6% | +7.8% | +3.6% |
| 3M | +23.6% | +5.7% | +17.9% | +22.9% |
| 6M | +29.7% | +37.6% | -7.9% | +25.8% |
| YTD | +25.9% | +23.0% | +2.9% | +23.0% |
| 1Y | +43.7% | +33.8% | +9.9% | +39.6% |
| 3Y | +94.4% | -13.4% | +107.8% | +82.3% |
| All | +94.4% | -15.5% | +110.0% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling