+127.9%
WFC vs INCY
+69.5%
+58.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +1.1% |
| 30D | +2.3% | +1.8% | +0.5% | +1.8% |
| 3M | +9.8% | +17.0% | -7.2% | +5.6% |
| 6M | +15.6% | +28.4% | -12.8% | +8.5% |
| YTD | -2.4% | +24.8% | -27.3% | -8.0% |
| 1Y | +13.8% | +42.9% | -29.1% | +3.5% |
| 3Y | +134.6% | +92.7% | +42.0% | +93.8% |
| 5Y | +127.9% | +73.3% | +54.6% | +94.2% |
| All | +127.9% | +69.5% | +58.4% | +94.2% |
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