+67.7%
INCY vs WU
-51.3%
+119.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | -4.2% | -3.5% | -0.7% | -3.5% |
| 30D | +0.6% | -2.9% | +3.5% | +1.1% |
| 3M | +12.6% | -2.3% | +14.9% | +12.6% |
| 6M | +28.3% | -25.4% | +53.7% | +34.5% |
| YTD | +23.0% | -21.2% | +44.2% | +27.5% |
| 1Y | +41.0% | -8.9% | +49.8% | +41.4% |
| 3Y | +88.6% | -29.0% | +117.6% | +96.3% |
| All | +67.7% | -51.3% | +119.0% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling