+41.0%
INCY vs WU
-9.1%
+50.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | -4.2% | -3.5% | -0.7% | -3.6% |
| 30D | +0.6% | -2.9% | +3.5% | +1.0% |
| 3M | +12.6% | -2.3% | +14.9% | +13.1% |
| 6M | +28.3% | -25.4% | +53.7% | +32.0% |
| YTD | +23.0% | -21.2% | +44.2% | +26.0% |
| 1Y | +41.0% | -8.9% | +49.8% | +39.8% |
| All | +41.0% | -9.1% | +50.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling