+19,871.5%
WDC vs INCY
+6,660.0%
+13,211.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.1% |
| 7D | +1.7% | +1.9% | -0.2% | +1.3% |
| 30D | -10.0% | +5.8% | -15.8% | -11.0% |
| 3M | -18.8% | +25.2% | -43.9% | -23.2% |
| 6M | +79.0% | +28.2% | +50.8% | +68.5% |
| YTD | +171.6% | +28.3% | +143.2% | +156.1% |
| 1Y | +417.4% | +48.3% | +369.0% | +373.9% |
| 3Y | +1,251.8% | +95.9% | +1,155.9% | +1,050.1% |
| 5Y | +911.7% | +66.6% | +845.1% | +781.6% |
| 10Y | +1,399.6% | +54.5% | +1,345.1% | +1,172.3% |
| All | +19,871.5% | +6,660.0% | +13,211.5% | +7,901.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling