+208.8%
WELL vs INCY
+69.9%
+138.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | +0.7% | +3.7% | -2.9% | +0.1% |
| 3M | +14.5% | +22.1% | -7.5% | +10.6% |
| 6M | +14.4% | +29.8% | -15.4% | +9.4% |
| YTD | +28.5% | +27.6% | +0.9% | +22.7% |
| 1Y | +41.8% | +47.2% | -5.4% | +32.1% |
| 3Y | +202.8% | +97.0% | +105.9% | +164.6% |
| 5Y | +208.8% | +73.4% | +135.5% | +170.7% |
| All | +208.8% | +69.9% | +138.9% | +170.7% |
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