+1,188.5%
WDC vs INCY
+54.2%
+1,134.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -4.3% | -4.2% | -0.1% | -3.2% |
| 30D | -1.5% | +0.6% | -2.1% | -1.8% |
| 3M | -15.5% | +12.6% | -28.1% | -19.5% |
| 6M | +66.5% | +28.3% | +38.1% | +52.4% |
| YTD | +159.9% | +23.0% | +136.9% | +141.7% |
| 1Y | +366.0% | +41.0% | +325.0% | +317.0% |
| 3Y | +1,285.8% | +88.6% | +1,197.2% | +1,010.4% |
| 5Y | +925.6% | +70.8% | +854.8% | +735.2% |
| All | +1,188.5% | +54.2% | +1,134.3% | +939.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling