+91.4%
INCY vs WY
-25.0%
+116.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.6% |
| 7D | -3.7% | -3.7% | 0.0% | -2.9% |
| 30D | +1.8% | -11.3% | +13.1% | +4.6% |
| 3M | +17.0% | -8.1% | +25.1% | +19.1% |
| 6M | +28.4% | -7.4% | +35.8% | +30.3% |
| YTD | +24.8% | -4.7% | +29.5% | +25.5% |
| 1Y | +42.9% | -9.2% | +52.1% | +45.7% |
| All | +91.4% | -25.0% | +116.4% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling