+49.7%
INCY vs WY
+7.6%
+42.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -4.2% | -4.2% | 0.0% | -3.1% |
| 30D | +0.6% | -10.1% | +10.7% | +3.4% |
| 3M | +12.6% | -8.5% | +21.1% | +15.1% |
| 6M | +28.3% | -3.3% | +31.7% | +29.0% |
| YTD | +23.0% | -4.4% | +27.4% | +23.6% |
| 1Y | +41.0% | -11.5% | +52.4% | +44.4% |
| 3Y | +88.6% | -24.3% | +112.9% | +98.9% |
| 5Y | +70.8% | -21.3% | +92.1% | +76.0% |
| All | +49.7% | +7.6% | +42.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling