+5,352.2%
INCY vs WWD
+14,675.7%
-9,323.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +1.1% | +4.0% | -2.9% | -0.3% |
| 30D | +8.4% | +0.4% | +8.0% | +7.7% |
| 3M | +0.4% | -7.9% | +8.3% | +2.5% |
| 6M | +22.4% | -10.6% | +33.1% | +25.3% |
| YTD | +22.5% | +9.4% | +13.1% | +15.2% |
| 1Y | +14.8% | +25.7% | -11.0% | +2.1% |
| 3Y | +127.7% | +148.5% | -20.8% | +52.3% |
| 5Y | +84.4% | +189.5% | -105.1% | +12.0% |
| 10Y | +15.7% | +451.8% | -436.0% | -53.6% |
| All | +5,352.2% | +14,675.7% | -9,323.5% | +620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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