+957.1%
WDC vs INCY
+69.5%
+887.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -4.0% |
| 7D | +4.4% | -3.7% | +8.1% | +5.1% |
| 30D | +5.3% | +1.8% | +3.5% | +4.8% |
| 3M | -5.9% | +17.0% | -22.9% | -10.3% |
| 6M | +73.2% | +28.4% | +44.8% | +60.6% |
| YTD | +167.8% | +24.8% | +143.0% | +151.3% |
| 1Y | +386.0% | +42.9% | +343.1% | +343.0% |
| 3Y | +1,309.7% | +92.7% | +1,217.0% | +1,083.0% |
| 5Y | +957.1% | +73.3% | +883.8% | +806.5% |
| All | +957.1% | +69.5% | +887.6% | +806.5% |
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