+3.6%
WBD vs INCY
+69.3%
-65.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -0.7% | -4.2% | +3.4% | +0.5% |
| 30D | +1.4% | +0.6% | +0.8% | +1.1% |
| 3M | +4.4% | +12.6% | -8.3% | 0.0% |
| 6M | +0.8% | +28.3% | -27.5% | -7.7% |
| YTD | -2.7% | +23.0% | -25.7% | -10.3% |
| 1Y | +73.4% | +41.0% | +32.4% | +50.4% |
| 3Y | +142.1% | +88.6% | +53.6% | +80.2% |
| All | +3.6% | +69.3% | -65.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 5y: compounded portfolio wealth divided by compounded INCY 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…
5y analysis · Full analysis span regression · 6 months rolling