+227.0%
WELL vs INCY
+87.8%
+139.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +7.8% | +9.8% | -2.0% | +6.1% |
| 3M | +10.2% | +1.0% | +9.2% | +9.9% |
| 6M | +16.4% | +21.9% | -5.5% | +12.2% |
| YTD | +35.2% | +23.8% | +11.4% | +29.5% |
| 1Y | +30.5% | +13.0% | +17.4% | +26.7% |
| 3Y | +206.1% | +133.2% | +72.9% | +155.6% |
| All | +227.0% | +87.8% | +139.3% | +178.9% |
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 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