+6,620.5%
INCY vs WY
+323.5%
+6,297.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.2% | -1.7% | -0.5% | -1.5% |
| 30D | +3.7% | -9.9% | +13.5% | +8.2% |
| 3M | +22.1% | -7.5% | +29.6% | +25.6% |
| 6M | +29.8% | -5.1% | +34.9% | +31.7% |
| YTD | +27.6% | -2.1% | +29.7% | +27.1% |
| 1Y | +47.2% | -7.3% | +54.6% | +49.4% |
| 3Y | +97.0% | -22.6% | +119.6% | +110.9% |
| 5Y | +73.4% | -19.8% | +93.1% | +77.8% |
| 10Y | +59.2% | +9.6% | +49.7% | +23.9% |
| All | +6,620.5% | +323.5% | +6,297.0% | +2,895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling