+442.3%
WELL vs INCY
+15.3%
+427.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +5.7% | +8.4% | -2.8% | +4.5% |
| 3M | +4.6% | +0.4% | +4.3% | +4.5% |
| 6M | +11.9% | +22.4% | -10.6% | +8.8% |
| YTD | +33.6% | +22.5% | +11.1% | +29.6% |
| 1Y | +29.8% | +14.8% | +15.0% | +26.8% |
| 3Y | +202.2% | +127.7% | +74.4% | +168.5% |
| 5Y | +223.2% | +84.4% | +138.8% | +193.5% |
| All | +442.3% | +15.3% | +427.0% | +400.9% |
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