+68.0%
INCY vs WST
-25.8%
+93.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +23.6% | +5.7% | +17.9% | +22.8% |
| 6M | +29.7% | +37.6% | -7.9% | +24.8% |
| YTD | +25.9% | +23.0% | +2.9% | +22.5% |
| 1Y | +43.7% | +33.8% | +9.9% | +38.5% |
| 3Y | +94.4% | -13.4% | +107.8% | +90.1% |
| 5Y | +68.0% | -27.0% | +94.9% | +63.7% |
| All | +68.0% | -25.8% | +93.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling