+2,869.0%
INCY vs WU
-21.6%
+2,890.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -0.8% |
| 7D | -0.5% | -0.8% | +0.4% | -0.1% |
| 30D | +3.2% | -1.1% | +4.3% | +3.5% |
| 3M | +23.6% | -1.8% | +25.4% | +22.7% |
| 6M | +29.7% | -23.9% | +53.6% | +43.1% |
| YTD | +25.9% | -20.4% | +46.4% | +35.8% |
| 1Y | +43.7% | -10.6% | +54.3% | +45.5% |
| 3Y | +94.4% | -27.7% | +122.2% | +110.7% |
| 5Y | +68.0% | -51.1% | +119.1% | +109.3% |
| 10Y | +52.5% | -40.7% | +93.2% | +55.9% |
| All | +2,869.0% | -21.6% | +2,890.6% | +2,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling