+3,574.2%
WFC vs INCY
+6,660.0%
-3,085.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | +1.5% | +5.8% | -4.3% | +0.7% |
| 3M | +10.9% | +25.2% | -14.3% | +7.6% |
| 6M | +8.4% | +28.2% | -19.8% | +4.8% |
| YTD | -1.9% | +28.3% | -30.2% | -5.2% |
| 1Y | +12.3% | +48.3% | -36.0% | +6.4% |
| 3Y | +132.3% | +95.9% | +36.4% | +110.8% |
| 5Y | +130.1% | +66.6% | +63.5% | +112.0% |
| 10Y | +134.4% | +54.5% | +79.9% | +110.3% |
| All | +3,574.2% | +6,660.0% | -3,085.8% | +1,723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling