+349.9%
WELL vs INCY
+56.5%
+293.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -2.2% | -3.7% | +1.4% | -1.8% |
| 30D | +4.7% | +1.8% | +2.9% | +4.4% |
| 3M | +11.9% | +17.0% | -5.0% | +9.7% |
| 6M | +14.3% | +28.4% | -14.1% | +10.7% |
| YTD | +28.4% | +24.8% | +3.5% | +24.5% |
| 1Y | +42.3% | +42.9% | -0.6% | +35.7% |
| 3Y | +202.6% | +92.7% | +109.9% | +175.7% |
| 5Y | +206.5% | +73.3% | +133.2% | +181.0% |
| All | +349.9% | +56.5% | +293.4% | +295.9% |
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