+31.7%
WEC vs INCY
+69.5%
-37.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | -0.4% | +1.8% | -2.2% | -0.6% |
| 3M | -6.8% | +17.0% | -23.8% | -8.1% |
| 6M | -6.4% | +28.4% | -34.8% | -8.5% |
| YTD | +2.5% | +24.8% | -22.3% | +0.2% |
| 1Y | -0.4% | +42.9% | -43.3% | -3.9% |
| 3Y | +38.5% | +92.7% | -54.2% | +28.5% |
| 5Y | +31.7% | +73.3% | -41.7% | +21.4% |
| All | +31.7% | +69.5% | -37.8% | +21.4% |
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